Any load-bearing wall with a door or a window in it needs to have a header of sufficient strength to support and distribute the weight of the building across the width of the opening in the wall. The exact header size required by building codes depends on factors, such as the span it has to cover, the weight of the roof and any other floors in the building above the wall and any potential snow load that it might be required to bear. In all but very large or unusual situations, a header made of two 2x12 boards fastened together and placed on end should be more than strong enough to meet regulations. Often, smaller boards will suffice.
The Uniform Building Code has regulations that specify exactly what type of nails should be used in the different portions of a load-bearing wall. The number of nails required to create a stable joint is also specified. For example, the top plate on a wall must be fastened to each stud with two 16d nails driven through the top of the plate into the end of the stud. Sole plates require the same if end-nailed but four 8d nails if toe-nailed.
Building codes often regulate what type of sheathing can be used on load-bearing shear walls. Several options are available although most people use a product, such as plywood, on the exterior of a wall and drywall on the interior. Some local codes specify exactly what type of plywood should be used for exterior sheathing because plywood provides the most additional strength to a wall. For instance, some regulations specify that plywood needs to be at least five-ply.
Any time you're making a structural alteration to your home, you need to obtain a building permit. For instance, you might decide to remove a load-bearing wall to create a more open space in your home. Before you do this, you need to get a permit. You might also need to have the home inspected to ensure that the load previously supported by the load-bearing wall is adequately supported by other parts of the building.