It's hard to vote for only one, but I chose scientific. It's just too handy for a good research game, the type I usually play.
The best overall are agricultural and industrious and commercial. They help through out the game. Ag means more food therefore more power.
Industrious and commercial are complementary to this by increasing either shields or commerce.
Scientific and Religous are nice, but if you don't play a style that has a lot of government changes religous is kind of limited.
Expansionist is good very early but rapidly goes away to nothing, adding no help later on. My least favorite
Militaristic sounds good, but really doesn't help. Barracks are already cheap, and if you use your troops correctly you can get enough elites without it.
Seafaring is nice, especially on archipeligo, but it's just like a quarter strength commercial with faster ships.