When you're rushing a zerg player it's best to take out their Spawning Pool. It takes a long time to rebuild (plus its pretty costly), there's not normally multiples of them, and it's vital to much of the zerg tech tree (coupling this with destroying the Lair or Hive is particularly effective).
When you're rushing a protoss player, it's best to take out pylons powering the production buildings. They're relatively weak and can knock out unit production for a minute, plus it throws off the protoss player's supply. After that the Cybernetic Core is good to knock out the tech-tree.
But what about terran players? Nothing seems particularly vital to a terran player. All of the buildings are redundant, cheap, and easy to replace. Their main tech tree (Barracks -> Factory -> Starport) is all buildings that they tend to make many of – there's no equivalent to the Spawning Pool or the Cybernetic Core where taking out a single building throws off the entire tech tree. You could destroy the Supply Depots to have a bit of an impact on unit production, but they don't give as much supply as Pylons, and there's no other benefit like knocking out a power grid as when hitting a Pylon. Add-ons are quickly and cheaply replaced.
So, what's the best building to hit when you're attacking a terran player (I'm specifically wondering early game, but later game information is good to know, too. Also, if anyone has better buildings to hit when you're hitting a zerg or protoss base than what I suggest in this question, do share.)
Best Answer
With the note of only focusing on the early game, you say that add-ons are quickly and cheaply replaced, but in fact they are costing a lot more than you think.
If you kill one while they are researching Stimpack, Concussive shells, or Combat shields it sets them back that much further in the research of that technology making their army weaker for a longer period of time.
They have a reactor instead of a Tech Lab? Killing one will cut their unit production in half and if they want to get the add-on back, they need to spend over an entire production cycle reproducing the add-on. During the time you are still producing at full force so your army size will out pace them.
Another good thing to target are SCVs that are building something. This is will slow down the production of the building forcing them to pull another SCV off harvesting duty to finish the building. This will slow down their economy allowing you to pull ahead in the resources game. If you can outright destroy the building in production that's even better as the resources spent on building it are completely lost forever.
Of course, if you can take out the Command Center, always go for that (but not at the cost of losing your entire army as a counter push could cause you to lose the game).
When you're looking at late game, taking out things like the armory and engineering bay are all good targets as they slow down their upgrades and will usually give you the upgrade lead making your army stronger for longer.