Depends on the base setup, and what your goal is. If it's resources & thorium, the CC. But it's almost impossible to go right for someone's CC without taking down a significant portion of their defensive turrets. Same with power plants -- you'll usually need to get through quite a few turrets & bunkers before reaching an opponent's power supplies, and damaging the power plant may only slow down their turrets by 10-20% per power plant taken down.
It's usually best to be methodical, and focus on defensive turrets & bunkers first, looking for weak points in the base. Then depending on what your goal is, go after your preferred targets such as thorium or resource storages, or research buildings if you primarily want to hamper your opponent's progress & annoy them.