I'd say it all depends on how you see your character. Whatever else they may be the sorcery styles are very distinctive.
Counterspells - an oft-overlooked aspect of the Scholar is his defensive power. Scholars make great anti-magic lockdown specialists. Combine counterspells with War of the Souls and Rule of the Sorcorer's soul (for detecting enemy spellcasters) and a single PC scholar can fight the magical opposition to a stalemate thus freeing up his comrades to go pound on the enemy in melee. It may not be glorious but you will be worth you weight in gold under the right conditions.
Curses - Probably most usefull in social situations where the threat of a nasty curse can motivate people. Geled Bones is a cool combat spell. Some other cool curses exist in the supplements. It is a little lackluster for most PC "adventurers".
Divination - in Conan as in other game systems this depends a lot on having a good GM who can make these spells worthwhile. If the GM sees these spells as a way for the player to cheat past his murder mystery then they will suck, if the finds a way to work with them then they can be awsome. Not so usefull in an adventure-of-the-week campaign.
Hypnotism - This is a go-to style for most PC's. The spells are immediately usefull without pre-planning, are good in combat and awsomely usefull out of combat and many are effectively save-or-die. IMO given just the spells in the core rulebook this is the "best" all around style, espically at low levels.
Nature Magic - requires you to be in tune with your surroundings but summoning animals to fight for you is a great strategy. Has a few other usefull misc spells too. An underrated style IMO.
Necromancy - hey, who doesn't wanna be the Dread Lord? :wink: The basic animate corpse is a bit underwhelming but the higher level insta-kills are sweeeeeet. If this style has any failing it is that is is a bit limited in scope. Killing stuff is cool but a smart sorcorer can do a lot with some of the other, more subtle, styles.
Oriental - if you want to take this style you have to make it the centerpiece of your character concept, not a sideline. If you do dedicate yourself to being a kung-fu Dex monkey then you will be rewarded but your overall power as a pure spellcaster will suffer for it. Works well for multi-class scholars.
Prestidigiation - one of my personal favorites. Possibly the most versatile style for your standard-issue "adventurer". Conjuring is endlessly usefull and Telekinesis, when combined with home-made alchemy and herbalism/poison, can let you duplicate in one spell many, many magical effects. Just talk to your GM before hand about having the ability to craft items in game. If you want your character to actually have the ability to perform magic like story-book wizards then you need this style.
Summoning - more than perhaps any other style this one emphasizes that power and flexibility require forethought and planning. With a good GM the ability to summon demons (not just limited to the few in the main rulebook) means you can solve almost any problem simply by calling up the right nasty-bad who himself has the appropriate special ability. But this is not something you can pull off on the fly though. Beware the Diviner-Summoner who strikes from afar! :twisted:
Hope that helps.