Looks like Trump's got a Supreme Court shortlist according to Jan Crawford, who is a reasonably solid Supreme Court journalist:
-William Pryor (54): 11th Circuit via Alabama Attorney General
-Diane Sykes (59): 7th Circuit via Wisconsin Supreme Court
-Thomas Hardiman (51): 3rd Circuit
-Steve Colloton (53): 8th Circuit
-Joan Larsen (48): Michigan Supreme Court
Pretty close to what you'd expect. Trump has been referencing Sykes and Pryor by name since Scalia died. Pryor's got Sessions in his corner and Sykes probably has Priebus. I kinda think Steve Colloton is on the list because Chuck Grassley is pushing him. And Thomas Hardiman might well be on there because he served with Trump's sister. Larsen is probably in there because she's from Michigan, is a woman, and would make the Scalia family happy.
Sykes remains the safe choice. She'd be relatively easy to confirm and comes from a state that Trump would certainly like to reward. No one could say that he didn't fulfill his campaign promise. At 59 though, she's on the edge of where presidents usually nominate candidates. This vacancy will likely be her one and only chance to get on the Supreme Court
Pryor is the conservative darling and would generate the biggest Senate battle of them all. Unlike the usual Republican president, Trump might enjoy that. And it's hard to underestimate just how hard Sessions will be pushing for Pryor. I found this article from The Wall Street Journal from 20 years ago that shows just how close the two were and how Sessions considers Pryor a protege. Sessions will want this badly.
The one that would surprise me most is Colloton. He's a Washington insider, which goes against what Trump seems to be looking for. Easy confirmation, but wouldn't give any sizzle. Like I said, I think this is just to make Grassley happy from his perch in the Judiciary Committee.
Hardiman is something of a dark horse. Honestly, I don't know much about him. Unless his Trump's sister has more pull than I realize, I'd be a surprised if it were him.
Larsen is probably the biggest outsider of the bunch. She's the youngest and has, by far, the least experience as a judge having just been appointed to the Michigan Supreme Court last year so her paper trail is pretty thin. She's the closest to a stealth candidate on the list and most likely to give conservatives heartburn.
So we're kinda back to where we started. Pryor and Sykes with the inside track.