Wizards saving grace with all of their problems is the power of their spells. However at early levels you will find that other classes can actually dish more power than you with their spells and can meelee better as well. This discourages many a young wizard and forces them to change to another class. Fear not however around level 20 the balance of power shifts and wizards begin to become one of the most powerful classes in the game. By far the most important ability score for a wizard is the intelligence attribute.
Higher intelligence equals more mana.
I would suggest that all wizards spend as many training points as it will allow on intelligence. Higher agility makes you harder to hit just in case the monster does get near you. Some players put the extra points into stamina however stamina has less of an affect on your hit points than agility has on your armor class. More importantly it's better to not get hit than to have say an extra 25 hit points at level 50 when monsters will be hitting you for 150 points of damage. These spells are direct damage spells that will constitute the meat of wizard spells for a long time.