I always start by playing #2 legato to tame my tendency to squeak on the open E, and then I do it with various articulations of the day to keep up the coordination between my fingers and bow. I find that applying Sevcik articulations works really well--and unlike Sevcik, Kreutzer makes you shift while working on bowing.
I also love #5 because it is in E flat major and in triplets: I can apply Sevcik bowings and work my fourth finger at the same time. I do #1 in order to work those vibrato muscles and to work on regulating my bow speed, but not every day. #6 and #7 are great for Martele, and #8 is great for all kinds of Dounis-inspired bowing alterations. It ends up sounding and feeling like a totally different etude with different combinations of slurred and separate notes.
Nothing works the fourth finger and the bow arm for me like #9. I do it beginning up-bow and beginning down-bow. It also gives me the mental space to concentrate on the structure of my left hand and making correct and careful bow changes. I also always practice #13 for the strength of my left hand position and clarity of string crossings.
For trills I can't live without #16. I can live without #17, but I do practice it sometimes. #19 is great for Dounis-type shifting, though it is not the most musically-inspired of the caprices. I alternate between it and 21 and 22, which always seems long. I guess that it's hard to write trill etudes that are interesting.
I imagine that 24 is a good octave etude, but I find that practicing scales in octaves is more useful. #33 and 34 are great for double stops, and #38 is really pretty.
I would love to hear some thoughts about some others that I don't practice. One of these days I'll need to start doing something new or something in a new way.