I don't often recommend walnut because the heavy oils in it tend to be bitter. Pecan is my favorite hardwood and I find it excellent for fish and foul. Pecan smoked chicken breasts is one of my most requested grill dishes. The fruit woods are also excellent, such as apple and cherry. You should stay away from the citrus however due to their bitterness.
Most grocery stores have the common types of wood like hickory and mesquite.
Take care not to make your own chips unless you know that the trees have not be sprayed with anything or had anything done to them. Trust the commercial brands unless you are an expert outdoors man. This versatile item can be used in so many ways. Make it into a bowl and use it to put wood chips in for smoking or marinade bowl you don't have to clean. As a wrap for corn, potatoes, bread sticks, veggies or anything else that you want to put on the flame.