Would this be your first card, or do you have others? That could make a difference, both in your strategy as well as answers to your questions.
As you've stated, each card has pros and cons. Only you can determine what would fit your needs, both now and in the future.
One intangible that should be mentioned, anecdotal reports indicate that Wells Fargo is more willing to issue cards to folks who have an existing banking relationship with them. You stated you do, so that could be a factor in your favour, or a "pro" perhaps, if you're leaning that direction. That relationship at this early stage for you could be important to your credit future. I've been a Wells Fargo customer for years and can state that, for me, there's been a benefit to having that banking relationship. Their card offerings are somewhat "meh", but one has to start somewhere. This could be an opening for you.
On the other hand, the other cards you've noted, and their pros and cons, should also be considered. Discover has outstanding customer service and again anecdotally their card offerings can grow as your relationship with them grows. My daughter had a student card and was able to upgrade to a regular card rather painlessly. I can't speak to the pros/cons of Capital One, since I don't have their products. Some folks love 'em; others, not so much.
Regarding your question about building credit and the conflicting information you've received, all of that information can be true to some extent, depending on where one is in their building process. Keeping utilisation down below 30% is highly recommended, but for folks with multiple cards, keeping it in a range of 1-9% usually yields optimal results for scores. http://ficoforums.myfico.com/t5/Rebuilding-Your-Credit/bd-p/rebuildingcredit
Here are some informational threads that may be of assistance to you in answering some of your questions. Note the "Helpful Rebuilding Threads" (which are applicable to initial building as well) at the top of the page.