I personally go for branches that are already on the ground, but larger and clearly strong. As
@MissSkittles suggested, you want branches that won't be sappy. That's probably the biggest thing to look for, outside of obviously infested branches. I personally only use branches that don't have anything on them, except the lichen.
Play with the sticks while you're out there searching. Remember (length) is better, as you can always cut the stick down. Make sure the sticks you're taking are nice and strong and require some effort by you to break them.
You don't have to worry a whole lot. As long as you don't notice anything crazy, you wash them off well, and they're not sappy, they should be good.
One thing I did with mine, was I took a wet soapy hand towel, and used it to really hold the whole diameter of the branch and really scrub it to make sure I'm getting as much as the loose stuff off as possible.
Sometimes when you're picking off the side small branches, or some branches will have them anyway, you'll notice some of those sharp knobs on them. I took a pair of wire cutters and used the wire cutters to actually cut those knobs down so they weren't so sharp. You could use better tools but that worked fine.