In what pass for cool conditions at Sepang with the trackside temperature a modest 36 degrees Celsius (96.80F), many top drivers preferred to sit out most if not all of the session to preserve their engines, which will be running for a second race on Sunday.
Portuguese Tiago Monteiro had the worst possible start to his weekend when his Midland ground to a halt on the trackside grass 40 minutes into the session.
Wurz drove his Williams around the 5.5km circuit in one minute 34.946 seconds, 0.787 seconds faster than BMW's Robert Kubica and more than a second faster than Honda's Anthony Davidson.
Wurz's pace will be another boost for Williams after their surprise success at having both race drivers score points in the season-opening
None of Friday's top trio will race on Sunday and of those who will be on the grid, McLaren's Colombian driver Juan Pablo Montoya was quickest with a lap of 1:36.709 for fourth place on the time charts.
Among the four cars starting with new engines this weekend -- and losing 10 places on the grid as a result -- will be Ferrari's Felipe Massa.
The Brazilian put in the most laps (18) of the top race drivers and managed the seventh fastest time, while his team mate Michael Schumacher recorded the sixth fastest time on one of his four laps.
World champion Fernando Alonso and his Renault team mate Giancarlo Fisichella remained in the garage for the first of Friday's two practice sessions.