Get Premium grade, matched shafts. Doug Fir, Sitka Spruce, or cedar; and consider the weight you want for your finished arrows (what weight is your bow at your draw length? what weight points do you want to shoot?).
Surewood, Hildebrand, or Wapiti... depending on the shaft material.
And like Mike says, be sure to take your time. Straighten shafts between each step of the process. I still use hand held sharpeners, even on fir (can't yet afford a sanding set up) - but use a light, gradual touch. Be SURE your tapers are true ( spin tester, however simple, is a huge help).