What sources do you have available for use? A wizard built with every source will be built quite differently from one made only with the first Player's Handbook, so for specific choices it's important for us to know.

As far as general advice for every character, the accepted wisdom is that your attack bonus is your most important stat. A high attack bonus means that you hit more often, and since most of what you can do to enemies only happens when you hit, hitting less often is a bad thing. So, the attribute that affects your attack bonus (Intelligence for a wizard) should be quite high; at least 16 after racial modifiers, with 18 strongly preferred. Similarly, feats that improve your chance to hit are high-priority for every character, and all else being equal powers that target Will, Reflex, or Fortitude are better than those that target AC (in that order, too; Fort is usually higher than Ref or Will, and Ref is usually higher than Will).

For a a Controller, you want to prefer "hard" control to "soft" control. That is, preventing an enemy from taking certain actions outright is better than penalizing them or hindering attempts to act. Prone is a stronger status effect than -4 attack, for instance. Basically, causing Unconsciousness is the best available option, followed by Domination, Stun, Immobilized, Daze, Slow, Weakness, Blind, and Deafness, with effects other than the standard ones being quantified on a case-by-case basis. Pure-damage effects, even those that cause a lot of it, are around Slow and Weakness; they might dissuade an enemy from doing something, but they very rarely can outright prevent them from doing it if they really want to.

For Wizards specifically, I'd suggest reading the Controlling 101 guide over on the WotC boards, as well as the Wizard's Handbook on the same.