Iron farm is very important as iron is useful for a lot of things. XP farm is also useful so you can enchant. You might also want to make a kelp or bamboo farm for furnace fuel. You can also make a 2x2x2 cooked chicken farm.

Early game:
Iron, Slime, and General Mob Drop farms are popular choices
as are "Chicken-ators" (cooked for food and/or raw for trade)
Cane is sometimes included (as are Potato/Carrot and Pumpkin&Melon) — all for villager trading
[q.v. What's your first autofarm in a new world? ]


Mid game:
Add various Cage Spawner Farms, Cobble, Kelp and/or Bamboo, Guardian
Gold (might be considered 'late-Early Game')
Possibly wool (as noted previously, much depends on at what you're aiming)
Ender ender & Chorus Fruit/Flower (possibly more late game, YMMV)


Late game:
Gunpowder [& Cane if not already built], Wither Skeleton Skull, Shuiker


A lot of what isn't mentioned isn't because of the idiosyncratic nature of defining "most useful"

Depends on your purpose. I would consider a bamboo farm quite useful and cheap compared to tree wood.

not a redstone one and it sure is hard but once you get an enderman farm going you'll have essentially infinite XP and ender pearls