There are some slam dunk picks for feats that can be of great benefit to the Wizard. Let's take a look at some that will give you a handy advantage.
Wizards have access to quite the range of spells that deal elemental damage. Being able to cast those spells on creatures that would otherwise resist them is a game changer. This feat works best if you've decided to stick to one particular theme (it's far less beneficial if you're trying to make sure you have a wide range of different damage types, for example), but it's a handy insurance policy if you're all in on one type.
This is useful for anyone – being able to reroll bad dice is never a bad thing, because at least if it comes up with a horrible score again you get to have a good laugh with the rest of your party.
Wizards make pretty good Mage Slayers, it turns out. This feat hinges around being able to do damage to casters to make their lives miserable, and a Wizard's arsenal is chock full of spells that do half damage if the victim passes a saving throw. This gives you the opportunity to act as MVP for your party in a fight against multiple casters – drop an area of effect spell, watch as their concentration is most likely disrupted, and capitalise by having a Counterspell or Shield ready for if they decide to try to take revenge – the feat itself will help you take care of any big zappy fireballs that may be headed your way!
Honestly, there is no scenario where this is bad. Casting your spells from super far away and not having to worry about what cover your enemies might or might not be behind (as long as you can see them) changes the game when it comes to spell slinging. Find a safe place once you have this and just rain death on your enemies turn after turn.
The upside of this spell for a class with such a low hit die is that it will make all of your HP rolls decent as your level goes up. It's the equivalent of having +4 to your Constitution in that regard, and it stacks with your Con modifier, so if you somehow manage to go all in on Con, you'll be benefiting from an effective +7HP per level by the end of the game. The only downside is that this isn't a +4 bonus to Constitution, which means you don't get the benefit of it for your Concentration checks. With that said, this can be a quick way to bolster your HP without having to wait for it to go up in +1 increments as you work your way through the levels. Not dying is always better than being able to reliably maintain concentration.
Talking of being able to maintain concentration, this will help you do just that. This makes it much easier to be reactive with spells (by holding an action, which involves casting the spell and then concentrating on it until you can let it go). It's worth mentioning that the chance to use a spell as an attack of opportunity looks good, but if you're in melee combat then you've probably got it wrong, depending on your subclass – you shouldn't really be the one trying to pin people down under threat of a spell to the face if they attempt to slip away from you.
Flames of Phlegethos
An Intelligence boost is an option here, but either way you are going to benefit greatly from this racial feat (Tieflings only, sorry!) It really wants you to be focusing on fire spells but, given the boost you can get to damage and the nifty melee deterrent that comes as a built in freebie, you won't mind – and you can always couple it with Elemental Adept as a kickass insurance policy.
Not an obvious choice for a player trying to maximise their damage output, but if you find yourself regularly looking for traps or secret doors then this puts you way ahead of the game. It isn't restricted to use in dungeons, so you can place yourself in a position where you're the best in your party to look for traps and also to stand a great chance at avoiding getting hurt by them. Also handy if you have a big clumsy lummock in your party who loves to blunder through dungeons without any care for what horrors they may be unleashing on the rest of the gang.