Selecting a Jo
There are many places online and locally where you can purchase wooden practice weapons. Unless you are buying custom or at least semi-custom, be prepared to cut it down to length. The length should be from the floor to your arm pit. You’ll want the diameter to be between 7/8” and 1”, if you have really big hands you might want a little fatter, but not much.
Woods and quality…
On a budget:
You can buy them very inexpensively, though the cheapest tend to be a Taiwanese red oak and have a varnish finish. The Taiwanese red oak is not great. It is more brittle than the domestic red oak with which you might be familiar. The varnish crackles over time and never really slides well in the hand. Therefore sanding the varnish off in the beginning is recommended. You don’t need any special tools, just a few sheets of 220 grit sandpaper. I recommend the Norton 3x or similar quality. Cheap sandpaper falls apart frustratingly easily when wrapped around small diameters. You can also make one from wooden broom handles in a pinch. Everybody has a budget.
The nicer stuff:
There are better woods for weapons use than others. Denser woods feel nicer as the extra mass helps the jo move more fluidly. Ideal woods have good crush resistance performance making them less prone to denting or worse, small surface fracture defects that are either prone to giving splinters or cause structural failure. We don't often strike weapon to weapon, but it does happen. You want a wood that is durable. The wood also needs to be strong to support the uke-nage connection during waza and tori techniques.
Good woods (abbreviated list): Kashi (Japanese white oak), Hickory, white oak (North American), and so many more. There are bad woods, but unless you are making your own, then you probably won’t come across those except for that version of red oak I mentioned earlier.
Making your own:
There are plenty of suitable domestic and exotic hardwoods readily available and the Jo can easily made with both simple hand tools as well as super expensive power tools and jigs. Some find it very satisfying to use tools that they have made themselves. Having used existing Jo's will guide you in what is important in their construction.
If you sanded the varnish off your jo, you can leave it bare if you choose but there are oil finishes that work well including Tung oil based finishes. Some like Boiled Linseed Oil but this can be a little sticky and it takes a long time to dry. Fromby's makes a Tung oil based finish that works well. All wooden weapons require maintenance. The occasional light sanding and a new coat of Tung oil will extend the life of your weapon. Always give a light sanding as the last step. This breaks up the surface allowing it to slide through the hand with less friction.