You can choose any wood for your wand, except for elder wood. The list of wand wood descriptions on Pottermore is a great resource.
Most wand cores will be dragon heartstring, unicorn hair, or phoenix feather. Since many Durmstrang students wouldn't have purchased their wand in Britain, you can refer to the HP wiki for additional ideas (thestral tail hair will not be allowed, though). All wand cores must be something taken from a magical creature.