All dispellable / spellstealable effects should have a shining white border around them, which indicates that.
From what I can remember, in PVP you can / should steal:
Mages - Ice Form (would give you stun immunity for duration), Barrier (decent absorb), Alter Time / Temporal Shield (to reduce their survivability, these do not give you the effect when stolen).
Priests - Power Infusion (big Haste buff), Power Word: Shield (decent absorb after buffs to it in Dragonflight)
Druids - HoTs from Restoration Druids, especially with Kleptomania (to reduce target’s survivability and decently increase yours).
Warlocks - Nether Ward (won’t have much effect, as it would last for a second-two, but if Warlock is focused by your party, could still be useful)
Shamans - Earth Shield (does not apply to you, but reduces their survivability), Ghost Wolf (does not apply to you, but if they play a talent for its damage reduction and stacked it, can still be useful), Spiritwalker’s Grace (to remove their possibility to cast while moving).
Evokers - Dream Breath, Reversion and other HoTs, similarly to Resto Druids that would reduce survivability of target and increase your own.
Paladins - Blessing of Protection (physical damage and effects immunity), Blessing of Freedom (if it is dispellable, you can see that via the effect’s border).
Maybe I forgot some, but these are the majority of important spellstealable effects. You can also steal 1 hr duration magic buffs like Power Word: Fortitude and Mark of the Wild, but their value is not as big as the effects mentioned above.