Weapon Speed / Armor Health -- Pick you favorite. I prefer Weapon Speed, as it becomes the better option once you consider SCVs / Medics / Science Vessels
Orbital Depots / Micro-Filtering -- if you're good about supply management, go with micro-filtering. This one is also a toss up.
Automated Refinery / Command Center Reactor -- depends on your macro ability. The Reactor becomes slightly more valuable on higher difficulties, but the Refinery enables long-distance vespene harvesting.
Raven / Science Vessel -- Pick Science Vessel for machine repair, unless you really like Ravens.
Tech Reactor / Tech Reactor -- No contest.
Shrike Turret / Fortified Bunker -- Fortified Bunker. The turret is basically equal to a single marine. Fortified Bunker gives it the health of +6 marines.
Planetary Fortress / Flame Turret -- depends on playstyle. Some folks like to spam planetary fortresses on the defense missions, others appreciate the flameturrets. Another tossup.
Predator / Hercules -- neither unit will see much use, firebats / hellions easily outstrip predators, and there is very little reason for drop play in the campaign. That said, the Hercules is very helpful on certain missions, such as the Moebius Rescue mission (exact name escapes me)
Regeneration / Bonus Energy -- The regeneration is very slow. Besides, you have SCVs / science vessels! +100 energy = longer cloaking, more yamato cannons(!), more psionic lash(!), and more healing for medic / science vessel. If you use Wraiths, Banshees, BCs, Ghosts/Spectres, Medics and/or SVs, go for the energy. The regeneration is quite slow.
Hive Emulator / Psi Disruptor -- Depends on playstyle. Emulator requires more micro. Both are helpful.
You can find some additional discussion here.
Edit: Were you looking for armory purchase suggestions as well?
The link contains extensive information about walling including: definitions, competitive use vs the various races, building/unit placement and the associated disadvantages. I hope this is useful and apologize again if i am doing something wrong here but I'm kind of new to this forum.
http://wiki.teamliquid.net/starcraft2/Walling
Playing AS - AGAINST
TvZ - Walling against Zerg is common to prevent zergling run bys thus preventing scouting and harassment of your mineral line.
TvP - Against Protoss you can wall off early if you are expecting a zealot rush from a proxy gateway or a 4gate rush build.
Generally as Terran walling is effective because you can use supply depots and liftable buildings to create a gate that you can control rather than a wall.
PvZ - Same as TvZ you want to wall in to prevent run bys. The difference here is that you want to leave youself a gap (1 unit wide) to allow your units to leave the base later. You need this gap because you cant move your buildings once they are planted. A zealot is a very effective plug for this gap as zealots are vastly superior to zerglings 1v1 and the zerglings will be unable to get a surround.
PvT - I refrain from walling as Protoss against Terran because I find that it just places my buildings in front of my attacking units thus enabling the Terrans to abuse the range advantage at the early stages of the game. It seems more important to have my buildings near my mineral line to prevent drops and lower the distance defending units have to travel to respond to threats.
Zv Any - walling in with buildings is nearly impossible (at least impractical) at the early stages of the game. Later high health units like roaches can be placed at the tops of ramps or in chokes to limit the enemy movement through these already small areas.
Best Answer
Let's talk about the rise and the fall of the 2Gate strategy, because I think that discussion will enlighten you as to the strengths and weaknesses of blocking as the entrance of the natural.
The Rise
The 2 Gate strategy was developed near the end of the Beta, largely by a player known as Tester. Tester's strategy revolved around using the two Gateways at the entrance to the natural into early pressure. This was a reaction to many Zerg players at the time going for more Zergling centric builds after a series of Roach nerfs.
Strengths
By placing the Gateways in a "wall" he could stop any counter pressure from Zerglings, allowing him to take an early expo and possibly deny the Zerg player's expansion (putting him a base ahead). Since Zerg usually rely on base advantage this was a very strong build. What's more by using warp technology he could warp in units outside of his wall while using a single Photo Cannon to stop any Roach pressure (as even at max range the Photon cannon could reach the Roaches if they attacked the wall).
Thus Tester would have a safe, early expansion.
The Fall
So why don't more Protoss go for 2 Gate pressure against Zerg? Well partially nerfs to Zealot production mean that Protoss couldn't apply pressure as affectively, but a recent change to Roach range really cut down the effectiveness of walling in. Because Roaches now have a range of 4, they are capable of attacking the Protoss wall without taking Photon Cannon fire. As a result building a wall at your natural suffers from exposing your production facilities to harassment, while blocking off your own ability to quickly reinforce from your front to your main. This is the same problem as walling off at your main.
The Future
Does walling have a future? Well a discussion of the history and its roll in the meta game (and why the Roach range buff was so important to Zerg players) is very important so that you understand how these factors contribute; however, that doesn't mean you can't. Walling at the natural provides for the same buffer against early Zergling pressure, and is useful to 1 Gate Expand, style builds. Additionally, Terran players can use the ability to lift off to remove the exposure latter in the game when the wall stops being beneficial.
Do I think that walling at the natural has a place? Yes. Do I think it'll become standard? Based on the disadvantages I've listed, probably not. I think its definitely something you should explore and that it'll come back again in a serious way.