What electrodes to use to minimise corrosion during water electrolysis? I did the $\ce{H2O}$ electrolysis experiment a few times, but every time a huge amount of the oxygen reacted with its corresponding electrode. What material should the electrode be made of in order to maximise the amount of oxygen I get?
It depends on the electrolyte as well as the electrode material. For example, $\ce{NaCl}$ releases atomic chlorine at the positive electrode, quickly attacking most materials except metals of the $\ce{Pt}$ group, as @MaxW mentions.

$\ce{NaOH}$ or $\ce{KOH}$ are a bit gentler on the electrodes. Run the apparatus at a low over-voltage to avoid damaging them. Coated nickel electrodes are suggested for use with alkaline solutions.

Phosphoric acid is also suggested as an electrolyte.