The evolutionary transition between winglessness and a full-winged morphology requires selective advantage for intermediate forms. Conversely, repeated secondary wing reductions among the pterygotes indicates relaxation of such selection. However, evolutionary trajectories of such transitions are not well characterized. The stick insects (Phasmatodea) exhibit diverse wing sizes at both interspecific and intersexual levels, and thus provide a system for examining how selection on flight capability, along with other selective forces, drives the evolution of flight-related morphology. Here, we examine variation in relevant morphology for stick insects using data from 1100+ individuals representing 765 species. Although wing size varies along a continuous spectrum, taxa with either long or miniaturized wings are the most common, whereas those with intermediate-sized wings are relatively rare. In a morphological space defined by wing and body size, the aerodynamically relevant parameter termed wing loading (the average pressure exerted on the air by the wings) varies according to sex-specific scaling laws; volant but also flightless forms are the most common outcomes in both sexes. Using phylogenetically-informed analyses, we show that wing size and body size are correlated in long-wing insects regardless of sexual differences in morphology and ecology. These results demonstrate the diversity of flight-related morphology in stick insects, and also provided a general framework for addressing evolutionary coupling between wing and body size. We also find indirect evidence for a ‘fitness valley’ associated with intermediate-sized wings, suggesting relatively rapid evolutionary transitions between wingless and volant forms.