First, it might be a good idea to summarize what each Triforce piece is known or rumored for doing. The Triforce of Power appears to increase your physical strength, granting you new powers and overall making you harder to kill (Ganondorf survived a holy blade to the stomach like it was nothing). The Triforce of Wisdom is naturally more tactical and seems to grant you better judgment, healing abilities, and various other powers in smaller scale to the Triforce of Power, like moving objects and sealing entities away. The Triforce of Courage's attributes are harder to grasp, but in line with the other pieces, it probably makes you near-intrepid. There's a good chance it also increases your ability to understand new techniques and weapons, evidenced by how Link just "knows" how to use every piece of equipment he finds.
All this said, I'd probably pick either Wisdom or Courage. Power is quite tempting, but without being some sort of warlord, it probably won't do you much good in a common setting. I might say Courage, as it always causes Link to win, but we still don't know most of its abilities. So probably Wisdom. It makes you more astute and grants you a few other nice things to boot, which you can always use.