What electrodes to use to minimise corrosion during water electrolysis?
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.