Good answers from Maitre D.
Also, you should check with your DM in advance to see whether there are any relevant house rules in effect. For instance, if your DM decides that you have to personally craft every item that you enchant, you'll need to invest a lot of skill points in various craft skills.
Also, while Craft Wondrous Item is pretty damn good, it can't do everything (usually). Again, you need to check with your DM as to how item creation will be handled. Some DMs play fast and loose with the item creation rules, in which case you'll be able to duplicate pretty much any other type of item, except for weapons and armor, using Craft Wondrous Item. Others will be much stricter, in which case it's a good idea to broaden your range of item creation feats.
Craft Wand is very good for those spells that you plan to cast a lot. Having wands of Magic Missile, Web, Fireball, Haste, Slow, and so forth can really save your bacon, and allow you to fill up your daily spell slots with utility spells. If you do go the wand route, though, you may want to take Quick Draw to make wand swapping easier. (Otherwise you'll be spending all of your move-equivalent actions on taking wands out and putting them away.)
Craft Arms and Armor isn't very helpful for wizards, unless (like me) you play a warrior-mage. But it's terribly helpful for the rest of the party if it's a fighter-heavy group.
Brew Potion is another feat that isn't that useful for the wizard that has it; with the exception of Personal-range spells, you're generally better off with a wand. But potions are very useful in a party because, unlike most other magical items, you can easily hand them off to other party members and let them use the potions themselves. Again, it's a matter of how selfless or selfish you plan to be about your items.
Craft Rod is a pretty offbeat choice; rods tend to be pretty beefy, but there are few rods actually written up in the DMG. Generally you're better off taking a different feat, unless you really want a particularly cool rod or two whose powers can't be easily duplicated by other items, such as Rulership, Security or Lordly Might.
Craft Staff may not look that impressive on paper, but staves are actually a pretty damn good choice. A single staff can contain a whole bunch of different powers, allowing you to switch from one ability to another without swapping one wand after another from your belt.
Forge Ring is generally useful; there are a lot of useful, commonly available rings that you can make, and unlike wands and staves, they're usable by the whole party. Again, as with all other item creation feats, find out from your DM in advance how lax he is about custom-designed items; a sufficiently lax DM will allow you to make
anything as a Wondrous Item, in which case you can ignore this whole post and just take Craft Wondrous Item for all your magic item needs.
Lastly, as you go up in levels, figure out what items you'll want to create later so that you can get the necessary spells in advance! It would suck to finally get the item creation feat you need to make the artifact of your dreams, only to learn that you don't have any of the spells needed to actually enchant the thing.
- Eric