Chicken wire works well for this purpose. Deciding which vegetables to plant takes some research. Pore over seed catalogues, and choose varieties based on what you like to eat as well as how well they will perform in your garden. Look for vegetables that aren't available in your local market. Experiment with a few unfamiliar varieties, and consider esthetics as well.
Timing is vital when it comes to planting.
Keep a garden notebook, complete with dates for when each variety should be planted and harvested, so that you don't miss out on anything. If you get a late start in the season, buying seedlings from your local nursery can help you catch up. Vegetable gardening is a wonderful learning experience. As your plants mature and you harvest your first crops, a few disappointments will be inevitable. You may find that some plants were overcrowded, some suffered in the summer heat or others didn't get enough sun.