One option for making a heat shield for a wood stove is to use metal. You can either use pre-made sheets of metal or cut pieces yourself to fit the area around your stove. If you choose to cut the metal yourself, make sure to wear gloves and protective clothing as it can be sharp. Another option is to use ceramic tiles. You can buy these at most home improvement stores and they come in a variety of colors and sizes. Be sure to get tile adhesive and grout as well so that you can attach the tiles securely to the wall.