Tough decision. I have to say I like all of the vigors except for charge; I prefer to keep my distance.
Possession is helpful because you can possess turrets to do all of the work OR you can possess the most powerful enemy in a group and watch him rip everyone else to shreds. (Anyone else pit two Patriots against one another?)
Shock Jockey is very powerful once you get the chain lightning upgrade, or if you already have the special hat that gives you the same ability.
Murder of Crows, as a couple of people have already noted, is pretty sweet once the corpses are crow traps, plus it is a great tool to buy you some time if you need to wait until your shield recharges, grab a weapon, heal yourself, etc.
Return to Sender works perfectly against the guys with the rocket launchers, the Motorized Patriots, and the Firemen.
Devil's Kiss is helpful in almost any situation, but I use it mainly to set traps.
Bucking Bronco is really cool for starting a combo attack: Bronco + Undertow (tap) to push people to their death; Bronco + Charge to completely destroy someone; Bronco + Devil's Kiss for a human fireball!
Undertow is amazing. Unfortunately, I realized that a little too late in my first playthrough. It is so versatile. You can push people to their doom, grab pesky snipers/long ranged enemies, or do the very OP Undertow + Shock Jockey combo.