I just bought a wok. Any tips?

In an effort to try and eat more vegetables, I've bought myself a wok. Growing up, my mom always steamed vegetables into a mushy, tasteless oblivion. But I've always enjoyed the flavor of vegetables cooked in stir fry, so I figured I'd give it a shot.

Any tips on successful cooking, stir fry or vegetables in general? Which oil should I used? Should I pre-marinate the vegetables I'm using?