Pick up anything with a high dps. No matter if it's a wand or a one handed sword, higher dps means more damage and faster attack speed means more damage, and more damage usually is more desirable than +5 gold pickup range...
In 'normal' you won't really have to worry about vitality so you can just choose items which will give you the highest intelligence, damage or arcane power bonus.
Some of the wizard specific items like magic sources can be very nice because they usually have nice power regeneration rate bonus, but if you feel like you're too vulnerable you could use a shield.
It's really just a tradeoff, and I suggest you go for:
"DPS - Damage - Intelligence - Arcane Power Stuff - Vitalaty - Everything else"
but really, anything else could work just as well...