Decide what type of walking stick you want to make, which determines the species of bamboo you buy. Is it going to be for hiking, shepherding or other activities that will put a lot of wear and tear on it? Or is it more for strolling around the market or county fair?
Research bamboo varieties and how to work with them. Bamboo comes in a surprising array of colors and sizes so you're sure to find a variety that appeals to you. For hiking poles or other sturdy staffs, your best option is iron bamboo. This species is different from all the others because it is solid rather than hollow, which makes it much stronger and split-resistant. However, iron bamboo doesn't grow as straight as the other types, so finding a long straight pole is more difficult. For lighter, everyday walking sticks choose a bamboo that's to your liking, but keep in mind that the hollow varieties aren't as strong and must have a cap, or ferrule, on the bottom to prevent splitting.
Buy your bamboo, either in pre-treated lumber form, or as fresh green bamboo. There are many online stores that specialize in bamboo products and lumber, but you may want to check at your local home and garden center, as they might carry some bamboo poles. Most sources sell bamboo that has been dried and treated, especially if it's intended for construction purposes, but check to make sure. Green bamboo that hasn't been properly dried or treated won't be as strong, durable or bug resistant.
Spruce up your walking stick with a nice handle. Bamboo is difficult to bend without compromising strength, so don't count on having a single piece, crook-style stick. Either go with a straight staff, or attach a handle of your choice. Since stick-making is such a traditional and time-honored craft, especially in the UK, there's a wonderful variety of walking stick handles available made out of wood, ram's horn, bone, glass and much more. And don't forget the cap, or ferrule for the bottom of the stick. Just as with wood, you can also stain your bamboo stick any color you'd like.