Depends on the meta and the most sought gems. For example wander/TS gems which are roughly the same and most are used on a lot of other builds as well and aura gems especially purities and wrath/anger are usually worth a lot to hit lvl 21. If you need poe items in game, you can choose u4gm.com sale cheap poe currency.
For wander usually its the following gems tho it depends on the gear as you get more expensive gear you dump certain gems which can be acquired or replaced on items anyhow : added lightning, lightning penetration, wrath, grace, herald of ice, curse on hit, assassin mark, multiple ele with attacks, barrage, kinetic blast (duh), slower projectiles, pierce, greater mult. proj, ice bite, innervate, ele focus, onslaught.
After this it should be auras which again are really valuable and most do stay valuable the whole league especially 21.20 purities and wrath/anger/grace if you manage to get those. Level 3 empower/enlightens are quite expensive early on and if you manage to hit lvl 4 even more so but they do take a massive amount of playtime to level to 3 so.
1) Other than it depends on the league/meta but from my experience (lul) usually the expensive gems are: lvl 21 spells as they get quite some power from lvl 20 to 21 especially if 20% quality some safe bets are essence drain, scorching ray and stuff like that. Also controlled destruction, ele focus, increased crit chance this type of gems are used for all kind of builds.
2) During the es meta and in general for ES aura based builds: Discipline, vitality, blood magic and again purities.
3) Phys based gems like melee phys damage, damage on full life, cyclone, blade furry, ancestral warchief, maim, ancestral call, sunder, frost blades etc. Tho again, they are all pretty valuable 20.20 non corrupted early league after that they all drop quite massively in price.