If you plan on any serious Thai cooking (or in my opinion, cooking at all), you're going to want to invest in a carbon steel wok, which will cost you all of a few dollars. Avoid non stick.
Like with cast iron, carbon steel will, if seasoned properly, develop a nice non stick patina that will only get better over time. I spent less than £10 on my wok more than ten years ago and it's still going strong.
Stir fry basic tips
I cook on an electric hob at home, so I know it's difficult to attain the right (and hot enough) heat necessary to stir fry well. Turn the heat up to the hottest temperature and let the wok sit there to heat through.
Don't add any oil until the wok is hot. It should smoke upon touch. Have your ingredients ready in order of what takes the most amount to the least amount of time to cook, starting by tipping in the former and adding the latter as the cooking process goes on.
A wok spoon/spatula is a good investment as it fits the curves of the vessel and allows for the quick and adequate movement necessary for good stir fries. It also allows for easy flinging of your food across the room. Be speedy with your stirring. If you find time to leave stir fry contents to cook without agitation, the heat is probably too low.
A well seasoned wok will impart that flavour indicative of a good stir fry, which is a moderate smokiness.
I always opt to deep fry in my wok and, despite what anyone tells you, you do not need a special device for deep frying and you never will so long as you keep your eyes open. The shape of the wok means you need less oil to achieve the right physical depth for deep frying, as well as helping to vent out steam that so often makes deep fried food soft and mushy.
Get a tempura rack for your wok and you even have a built in shelf for newly fried goodies! Sometimes mine ends up on the floor or coming at my face after I get my wok spoon or cooking chopsticks somehow tangled in it.