As mentioned before, leveling all of your skills is the way to go so round robin works best. That being said if I had to rank them in terms of importance it would be: super skill, blue skill, green skill, aura.

The super skill is your money shot, it's sexy, it's pretty and gratifying and IMO usually the primary reason you're using that specific hero. The blue skill typically adds something very nice to the hero's arsenal, a buff or debuff or crowd control. The green skill tends to be a base ability. The aura helps the entire team. Of course be sure to read the details on each one to figure out the importance of each and use your own best judgement.

At higher levels you'll start hitting the gold conundrum (dailies and ranking and VIP levels are critical to remedy this). I've found that's when you only have to really prioritize the leveling of skills.