Scientist, because while the others are helpful, early scientists can help you win the game. The academy is good for your capital and later scientists can bulb critical techs such as education and maybe philosophy. As the game goes on their use diminishes, but they are the most important part of any game I play. They are also easiest to get.
Merchants are equally as desirable but a bit harder to get. Late game, they are the most desired as the gold boost is always useful. If you create the Great Lighthouse, merchants will make you very happy.
Then you have engineers; speeding a wonder can help you capture a late wonder, or found Mining Inc, medieval-Renaissance era, these guys are the most useful to capture wonders, but near the end I'd still prefer merchants. Early ones are really good still.
Priests are ok, but I'd rather not have them so early, unless I have a shrine to make. They're also good one trick ponies for builbing theology and on rare occasions most of divine right to sell to other people. Not useful later on, but settled early prophets can give you an early game econ boost so you can keep expanding.
Artists are mainly for culture victories, occasionally or to quickly grant culture in newly conquered cities. Not really a priority outside of culture victories.
I hate great spies. Later on a scotland yard and settled spies can help you with spy missions but early on this things don't help much. Slightly more bearable if you have representation. Great spies help the most in a semi-isolated start where they refuse to trade anything with you, so you can just steal from them instead. Or any time you have trade averse neighbors.
Near the end any great person is good so you can start golden ages.
