Some thoughts:
1) Multi-targeting vs Conditions
Controllers do two things well - hit multiple enemies, and inflict powerful conditions upon their foes. You can try to acquire both of these elements, or you could focus on one or the other.
For example, if you were focused on hitting multiple enemies, Scorching Burst and Thunderwave would make for ideal at-will powers, Burning Hands and Fire Shroud for encounter powers, and Freezing Cloud for a daily. Whenever enemies clump up, you could unleash tons of damage into the lot of them, clearing out minions with ease and softening up the rest for the party.
If you wanted to focus on debuffs, on the other hand, you might want Ray of Frost as an At-Will power instead (a good trade out for Thunderwave, since both target Fort), letting you slow enemies all day long. Chill Strike or Ray of Enfeeblement let you cripple one enemy each fight, and Icy Rays or Color Spray are both very effective 3rd level choices. Sleep, meanwhile, can be a complete game-changer when it works - and even without other resources, Orb of Imposition alone can make it very effective.
2) Damage Dealing
Most of your damage potential usually comes from hitting multiple enemies. But there are a few builds at low levels that can be quite effective. A Tiefling with the Hellfire Blood feat and max Intelligence has some very effective fire attacks - with Flaming Sphere, as a daily, able to do absolutely brutal amounts of damage since it sits around for an entire fight, pumping automatic damage into enemies.
3) Survival
Some wizards sit back and enjoy the fight from afar, without ever really coming close to the line of danger - but most get drawn in at some point. Especially if you end up playing a build with any of the Close powers (Thunderwave, Burning Hands, Color Spray, Fire Shroud), you may want to pay some attention to defense.
Shield, as your level 2 Utility, makes for a very strong choice - some of the others are cool options, but none will regularly be as useful. The Staff of Defense option also helps boost your Defences, and between the two, you can potentially escape sudden danger twice each fight.
Many wizards look at picking up Leather Armor Proficiency for a quick boost to AC as well - with your high Intelligence, you suddenly are surprisingly good at avoiding blows. It is certainly a decent choice, especially if you plan to spend time at the front lines of combat.
So... that's some general advice, which is hopefully of use. What sort of character are you looking to play (in terms of either background or combat capability)? More suggestions might be available if there is a more specific concept in mind.