The first rule of thumb should be to use what you can find that are fresh and tasty.  You’ll also want to use vegetables that taste good when eaten raw, or lightly blanched, and that will easily slice into sticks or be skewered with a toothpick.  A few of my favorites include carrots, cherry tomatoes, celery, cucumbers, bell peppers, asparagus, jicama, green beans, sugar snap peas, and broccoli.