For some offices, a wooden filing cabinet would match the decor, and look better than a metal one. But before you buy one, there are a few things you should know.
First, avoid the kind that are made of pressed wood for any serious use, such as an office. While it may be fine for a child's room, for some light paperwork, the do-it-yourself assembled filing cabinets are generally cheaply made. The drawers will not support a heavy load. More importantly, if the file cabinets are moved with any frequency, the wooden ones tend to become loose at the joints, and eventually break.
Look for solid-wood file cabinets. Find the type of wood that most closely matches the decor of the office. If you are really looking for a good-looking piece of office furniture, lateral filing cabinets tend to look a little less 'office-y', and look more attractive. Once you choose the wood, look for the style of pulls/handles that you want.
Of course, you will also need to make sure that you are buying the right kind of wooden filing cabinet: legal or regular. And, you will have a range of choices from 2-drawer up through 5-drawer filing cabinets, depending on your storage need, and available space.
Lastly, avoid wood file cabinets in environments that in general would not be good for wood furniture. If you would not put your grandmother's wooden armoire in the office, consider using metal file cabinets instead. Offices that are not climate-controlled could cause problems (like warping), which makes the drawers stick. Offices that are high-traffic and more industrial in nature might damage the wood finish.
Regardless, for a classy look, a wooden filing cabinet looks much better than any metal storage you can buy.