The waves with the shortest wavelength - gamma rays.
In the electromagnetic spectrum, as the wavelength decreases, the frequency and the energy of the wave increase. http://missionscience.nasa.gov/ems/01_intro.html
The types of EM radiation, listed in order of increasing energy, are:
The energy levels of these waves varies from approximately 0.2 microelectron volts (radio waves) up to nearly 2.5 million electron volts (gamma rays). http://chandra.harvard.edu/resources/em_radiation.html