I don't think even an angry Hulk or Thor can dent adamatium. I've not seen any comic where that metal was ever broken or damaged in any way.
Cap's shield has been destroyed a couple of times - IG Thanos smashed it with one fist; SW Beyonder destroyed it on Battleworld.
Thor's hammer was smashed recently.
I haven't seen Colossus skin pierced in any way but his recovery time was really long when the wrecker clobbered him with a crow bar.
I don't think the Surfer's skin has been cut before, but I imagine someone similarly powered and wielding a sharp object, such as Morg's axe, could do it. Maybe.
Colossus' skin is no where near Adamantium strength...Pyro and Avalanche shattered the surface of his entire body once. Adamantium can easily withstand a nuke. I cant recall if Thor has or not, but the Hulk has compromised Adamantium on more than one occassion. Naming the instances where Cap's shield broke isnt really applicable considering it was broken by omnipotent beings in both instances...and the blast from Doom that destroyed it on battleworld also destroyed colossus dont forget.
so in my opinion, there is no proof that the Surfer's skin, Mjolnir, or the shield is the most durable...however adamntium is clearly less durable, and Colossus' skin is much less durable.
Gotta go with Thor's hammer. Because Surfers skin isn't really an object. no emphasis from the writers has ever been put on how indestructible it is (as far as i know). Objects more often than not are usually emphasized by the writers (caps shield, Thor's hammer) as being indestructible. Also being that surfers skin is somewhat malleable it would be hard to "break" his skin because it is not a solid molded shape (any physics experts out there can chime in) Thor's Hammer is solid. Caps shield, wolverine's claws are mostly thin adamantium objects. Colossus really should not even be in the category because he is only steel (respectfully) The rest are Adamantium, cosmic or mystical metals. I'm no expert or anything but in my opinion Thor has it, regardless if it was broken before.