Of these four, 賢い is the most common word for “wise / intelligent / clever”. You can use it for pretty much anyone who has a “good” brain, whatever kind of “goodness” it might be.
頭いい is a bit informal word for 賢い, and it is more about the ability to solve problems or creativity to generate new ideas. A typical 頭いい person would be a medalist of the Mathematical Olympiad or an inventor.
知的 is “intelligent” and it is about having more academic knowledge or background than ordinary people. For me, a 知的な person is someone who likes to read books and prefers a more difficult or educated vocabulary (e.g. professor; novelist; scientist; etc..).
利口 is “clever / astute / calculating”. A 利口な person does not necessarily have more academic background than other people, but has to be shrewd and know what they should do or how they should behave for their own benefit or advantage. You could even use this word to describe a thief or a swindler.