http://lifeisfeudal.gamepedia.com/StatisticsI personally love Willpower since it's useful in almost any situation, whether it's combat or manual labour.
For heavily armoured warriors, definitely invest in Strength, or you'll be slow as a snail and tire too quickly.
Agility is a must for ranged troops, not only does it increase movement speed and ranged damage, ranged weapons also have Agility (though also Strength) requirements to be able to handle them at full effect.
Constitution is straightforward, invest in it if you think more HP is more important than the other ones.
Intellect is in my view only a good choice for the pure crafters, who may not benefit much from any of the other attributes.