Our son has been supplementing his formula with solid food for several months now. We started him on simple cereals (rice cereal, oatmeal, etc.), then added basic jarred baby food. Now he's eating blended jarred baby food, and we've been giving him selected "adult" food off our plates on occasion.
Toast and french fries/potato wedges appear to be his favorite foods, mostly because he can easily grip them and enjoy them for 5-10 minutes at a time (before they become too mushy and disintegrate or he drops them). He has no problem ripping off small pieces to chew (well, mostly gum; he has his 2 front bottom teeth, with his 2 top front teeth just coming in), but sometimes the pieces he gets are much bigger.
My wife constantly worries about him choking, and starts whacking on his back any time he shows any difficulties. What information I could find on the subject (for example) seems to indicate "easy to grip" is a good criteria for baby led weaning, and that gagging is "their way of moving food around in the mouth and don’t panic". That site in particular highlights a variety of photos of very young children eating adult-sized portions of everything ranging from broccoli to pork chops.
I've seen other sites that state that babies should only be fed solid food if it is in tiny pieces, to avoid choking.
How big should solid foods be? Is toast a choking hazard?