It's a good question. Myself I'd say a triangle waveform looks like it should be the one to have no harmonics. But it's all down to how smoothly the waveform voltage changes. The triangle and square have significant 'shape' discontinuities during each cycle and these have the effect of creating harmonics. The sine wave although a horrible looking non linear waveform, is the one with the absolutely smoothest rate of change over all its cycle. (DC is even smoother but isn't a frequency :)