It would be difficult to find the 'most studied SNP' and, moreover, this might not be the best way to phrase your question. For example, a SNP in gene X may be associated with height; a different SNP in gene X may be associated with ageing. The SNP associated with height may have been reported many years ago and so has lots of publications replicating the very weak association. The other SNP may have a very strong association with ageing, but may be a recent finding. Also, the two SNPs may be in complete linkage, so you are essentially looking at equivalent SNPs. Perhaps it would be better to explain what you are trying to do?
Anyway, have a look at the following resources:
1. There is a catalogue of SNPs that are associated with traits shown at the GWAS catalogue http://www.ebi.ac.uk/gwas/ . Enter a gene symbol (e.g. BRCA1) and on the search results page, select 'associations' in the left column to show SNPs within the gene that are associated with different traits.
2. The HapMap project has been around for many years and the reported SNPs that 'tag' a haplotype block within a gene may be often studied simply because that are validated and often included in commercial 'genotyping arrays'. http://hapmap.ncbi.nlm.nih.gov/