Honestly, Fire seems the best choice of the three, why?
Because, it does tons of damage, its the lowest magicka cost of the three, can set off the flammable liquid traps in nordic ruins, and most everything in Skyrim has a weakness to fire, besides what better destruction spell type to use in a frozen land then fire?
If you didnt want fire, I would suggest shock, because honestly, as much as I like frost, its weak in Skyrim because basically everything resists it. Besides, shock hits instantly, nothing resists it except the extremely rare Storm Atronach, and it does magicka damage as well as health damage which is nice. It does have the highest magicka cost of the three, but I'm assuming you dont care.
Honestly, Fire is your #1 choice, although some things in Skyrim resist it, basically everything else has a weakness to fire, meaning thats all the more reason to choose fire.
Although if you really want just 1 spell type with nothing that can resist it (except Storm Atronach) then choose Shock.
Ultimately the best way to choose a type of magic is experiment with each type, and see which one works well for you.