As soon as you have chosen your character and costumes then you are ready to receive your wand. Whereas you can customise your character you can not customise your wand. Remember that the wand chooses the wizard Harry! However, we gather that there will be a bit of fun to be had here and you will be able to try out a few (in augmented reality) to see what happens. Be careful not to blow up (too many) nearby objects when you do!
Check out the great wand-o-graphic about EVERY use of a wand in the Harry Potter series right here:
Find out who uses their wand the most and which book has the most spells in it.