I haven't got a clue about which ones to get! They all look so good! Any help for a solo Wizard? Which ones should i pick?

combat casting
anything that helps with concentration
subvocal casting later on in teh game

but perhaps most important the spell school specialisation feats

Spell focus in one or two classes of spells. Evocation is especially good.
Subvocal casting means you can cast even if the mage is silenced. That's another one to have.

Improved Initiative gets your spells off slightly faster, though that's not always obvious.

If you work on the concentration skill every level, you don't really need to take combat casting.

<center>Nightowl2</center>

What about Spell Penetration?

It looks good in writing, so I usually get it, but does it really make a difference?

Yes.