Not all pressure washers use a wand but for the most part the wand is a necessary and important part of the pressure washing system.

Most wand that come with a pressure washer are a 1/4" diameter 36" long piece of high pressure pipe, with a plastic insulator for your hand.  Some wands have a bend of approx. 12 degrees at the end.  This helps point the spray towards the work.  This small bend tends to push the wand up, in the opposite direction of the spray, making it a little more difficult to use.  A straight wand is easier to use but it's more difficult to get a straight shot at the work.  Many contractors use both.  With quick connectors and a ball valve it is very easy to change from one to another. Increasing the length of the wand gives you access to higher areas.  You can purchase off the shelf extensions up to 6 feet long.  You can purchase c-clamp type handle which gives you an extra hold.

There are many other types of wands you can use to make the job better and easier: 

Telescopic wands come in various lengths (12', 18' and 24').  The 12 footer is great for single story buildings.  With the 18 footer you can reach the outside of gutters on the second story of a typical house.  The 24 footer, when fully extended, is effective for washing the third floor, provided you can handle it.  Unless your superman I don't recommend this wand.  Not only is it heavy, it's like trying to hold a cooked piece of spaghetti in the air.  There is a belt kit holder available that makes it easier but I still don't recommend the 24 footer.

Flexible wands work well for getting around corners but can be difficult to use.  Gutter cleaners are simply a pipe wand bent to an angle that fits into gutters.  Beware of kick-back from the pressure and flying debris from the gutter when using one of these.

A dual wand is a little used but highly useful.  A dual or double wand is two wands in one it has a hand grip on the side which is attached to a valve.  By turning the valve the pressurized water travels through the second wand.  If this second wand has a soap nozzle on it the pressure reduces, which activates the soap injector.  Simply turn the valve, lay on the soap then go back to high pressure to clean.  If you don't use your soap injector, you can easily rinse off over spray at reduced pressure.  

If you are a contractor check out the various wands available,  The correct wand for the job can save you a lot of time and make you more money.