There are loads of threads on this if you do a search.
Most people are going to recommend going between 15s-17s. 15s&16s look good and don't really affect the acceleration of your car. 17s are more for going down the styling route, as they will affect your acceleration.
15/16s will require minimal (if any) arch work to get them on. 17s will require you to remove the plastic liners in the arches and also shave the rear bumper bracket (I think). You can do this yourself if you think you're up to it. The amount of arch work that's required is in direct proportion to how much you lower your car.
Another thing to remember when selecting your wheels is that you'll probably have to lower your car aswell if you're going for 16/17s, otherwise it'll look like a tractor
There are hundreds of pics in the "your cars" section with different wheel sizes and lowered different amounts. This should help you deciding what size you want to go for.