Stamina gives the most hp per level in the game and you cannot gain it doing any activity, when it comes up pick it.
Strength gives HP, carry weight and helps a little bit with profession - definitely the second best option.
Intelligence - affects a wide variety of professions and is generally expensive to farm, also gives some hp.
Agi and Psyche can be farmed cheaply and easily. No need to pick it.
EDIT: Just want to add that it may not always be clear cut, and it highly depends on what you want to achieve. If you wanted to max run speed, you would definitely want to take agi at certain points.