Step 1: Concept
Symmetrical molecules ($BF_3$, $CCl_4$, $BeF_2$, $CH_4$) have zero net dipole moment.
Step 2: Meaning
$NF_3$ has a pyramidal shape due to the presence of a lone pair on Nitrogen.
Step 3: Analysis
The lone pair contribution does not cancel out the N-F bond dipoles entirely, resulting in a net dipole moment.
Step 4: Conclusion
Hence, correct answer is Nitrogen trifluoride.
Final Answer: (A)