What compounds or elements only have one phase or two phases? Wood appears to be one. I think gases like helium and hydrogen cannot exist in the solid state under normal pressures, correct? And why do those "phase cheaters"-- those elements/compounds which sublimate directly, skipping a phase, or "procrastinators"-- elements/compounds which just never reach the phase-- why do they do that?
 A: Most substances can perform a large number of phase transitions. There are even different kinds of phase transitions and sometimes two phases can be connected by more than one process.
The quantities governing what phase transition occurs are so-called state variables; temperature and pressure are the best known representatives, but e.g. magnetic fields can also be a factor.
Depending on the state variables, there usually is one configuration that is energetically favorable. The substance will take that configuration. If the state variables change, such that a different configuration is more favorable, the substance will perform a phase transition.
 
This phase diagram (from Wikipedia's Phase Diagram page), shows this quite well. Using the dashed green line instead of the solid green line we have the phase diagram for water. At high temperatures and low pressures, vapour is energetically favored. If we reduce the temperature the vapour will either turn into liquid water (if the the pressure is between $p_{tp}$ oand $p_{cr}$) or directly to solid ice (if the pressure is below $p_{tp}$). You see that depending on the state variables different transitions are possible.
Now there are many more phases than the classic states solid, liquid, gaseous. Just regular ice has eleven phases and magnetic materials might change their magnetic behavior in addition to their stiffness. 
Moreover, phase transitions take some time to happen and these phase diagrams assume that you change the state variables slowly enough for the transition to happen completely. It is standard practice in material science to cool down a material quickly, barring phase transitions. This can result in a material with advantageous properties, see e.g. heat treating.
What phases are available to what material is studied in materials science and there are books of tables on the topic. As you might guess by now, one can get arbitrarily detailed...
By the way, Helium also has more than two phases, as there is also a superfluid phase. All other materials can be made solid at appropriately low temperatures with potentially higher-than average pressure.
Finally, compound materials such as wood usually are not considered to make phase transitions as a whole, since the different materials that wood is made of might behave very differently at different temperatures/pressures.
A: When a substance skips the liquid phase and deposits as a solid directly from its gas phase, it's called deposition.  When it evaporates directly from solid to gas it's called sublimation.
The key to this happening is the equilibrium vapor pressure of the substance, which is the pressure exerted by its gas phase when it's in thermodynamic equilibrium with its condensed phases at a given temperature.  Here is an explanation of vapor pressure and how it is created:  http://www.chemteam.info/GasLaw/VaporPressure.html.  Note that equilibrium vapor pressure depends ONLY on temperature.
The temperature and pressure at which all three phases of a substance are in equilibrium is called the triple point.  Sublimation and deposition can occur only BELOW the triple point.  Substances with high vapor pressure are volatile enough to go readily from solid to gas.  This diagram may help visualize this: http://abyss.uoregon.edu/~js/glossary/triple_point.html.  To get from one phase to another, it's only necessary to satisfy the pressure-and-temperature requirements of the curve.  You can go directly from gas to solid and vice versa when you are to the left of the triple point in the diagram.
The higher the equilibrium vapor pressure, the more volatile the substance.  All solids have vapor pressure, but most are too low to go directly to the gas phase under normal conditions.  Solids with high vapor pressure, for example dry ice, evaporate before the triple point (5.1 atm, -56.6 C) is reached, without going through the liquid phase.
It's possible for any solid to sublime under the right conditions of temperature and pressure.  For example, food is freeze-dried by placing frozen food in reduced pressure and allowing the water to sublime away.  It's also possible for any substance to experience deposition.  Frost is the formation of water crystals directly from water vapor.  For a description of this process see http://en.wikipedia.org/wiki/Deposition_(phase_transition).
A: Iodine - solid to vapor when heated under normal condition. In this context the word you need to search for is "sublimation"
A: @HyperLuminal,@Neuneck,@Ernie,@DirkBruere-Few compounds which decompose into simpler substances before reaching their boiling point have only two phases, and the compounds which decompose into simpler substances before reaching their melting point have only one phase
A: Wood can only be solid because it's a very specific arrangement of atoms. If you liquified or vaporized all the elements in it, they wouldn't be wood. You also can't have liquid crystals, unless you count liquid crystals. Or a liquid computer.
