What type of star does theory predict should be the most massive? The most massive known stars are Wolf-Rayet stars. However, as Wolf-Rayet stars do not appear to be the first stage of any star's lifecycle, I infer that whatever these Wolf-Rayet stars used to be must have been even more massive. My guess is that the most massive stars are Wolf-Rayet because of some combination of 1) their luminosity and/or 2) the potential short life of prior stages of the star's evolution. Assuming this is correct, to what group would we expect the most massive stars to belong (even if we don't know of specific examples)?
There is no particular type. Yes Wolf Rayets were once more massive and have suffered extensive mass loss. Other examples of evolved massive stars are very luminous red supergiants and luminous blue variables (LBVs). The evolutionary tracks through these processes are somewhat poorly understood, as are the exact magnitudes and durations of the various mass loss phases.

However, they all started out as massive main sequence stars with very short hydrogen burning lifetimes. There are a number of examples of O3V main sequence stars in the Galaxy which probably have masses of around 100 Suns.

Hence the most massive stage of a massive star's life is (briefly) as a main sequence star of type early-O.