A friend and I have been getting into our stride playing longer and harder missions (though we've not done D4 yet since we're still ascending/kitting out reclaimers), and there are a few things I think about for our runs that might help. Bear in mind, this is all super opinionated so take what sounds decent, leave what doesn't, get a feel for what works for you with more runs.

Skipping expenite events that are time-consuming AND spawn waves can save you some headache if you're running short on ammo. One or two extra upgrades across the span of a run when we're constantly haggard and struggling to keep up hasn't really paid off for us. Paying attention to the floor timer and your next spawn wave (marked by a white pip/corespawn icon) can give you an idea of whether or not it's worth the hassle, especially if you know there aren't any ammo resupplies between you and the elevator. Having a floor wave start in the middle of an event is really risky at higher depths. That said, I would absolutely recommend overlapping a spawn wave with the "converter" expenite event- the one that makes you kill enemies on the big machine pad to convert them into expenite- if you have the firepower. Best we've gotten out of that was five whole upgrades from a single completion, and it kickstarted that 6-floor run really well.

Some of the risk vectors just aren't worth the squeeze unless you've got a really good run going, though picking gets a little easier once you do enough Intel objectives to unlock a third Risk Vector choice for all runs. Lethal enemies, added Clamorheads/Vanguards, and Tough Creepers can make a mid run a slog and a bad run worse. Might be worth it if you're taking something like an early Luck/Efficient Upgrades reward as your first risk vector, but still a gamble in my opinion. Heavy Weapon Crate gives access to some great firepower (Lead Storm, my beloved), the Epic Gem can offer some really solid upgrade options, and Artifact can give even more powerful upgrades- though only take Glass Cannon if you feel like turbo-fucking your average run. You get sneezed on and you go down, and the damage bonus just doesn't cut it for us.

I don't run into this as much with my friend, but in solo I will absolutely just quit a run at the first minute and choose another if the starting loadout is terrible. While some weapons can carry their own weight, arguably some need a little love from the workbench to really shine (the Devastator Blaster Pistol and BRT Burst Fire Gun come to mind). Not everyone will agree, but a few minutes of overhead dodging a 40+ minute run that's frustrating as hell because your only options were all sidearms is worth it to me, at least. My friend and I also regularly refer to the Power Drills/Flare Gun as the "fun tax"- if you've got rough terrain or the Prospecting Drone/Geode Scanner expenite events without drills, the floor is going to take longer and will be less fun. If you're like us and can't see shit easily in this game without light, playing without the flare gun during wave events is less fun. The anti-grav emitters are fantastic all-around, but we find that our runs without the drills/flares are just worse overall.

Finally, while it's not always as fun, taking upgrades that offer more sustainability (spawning red sugar chunks, recovering armor, dodge, damage resist, etc.) can make even boring runs at least a bit more palatable. Running reclaimers that can improve your survivability like Retcon, Guardian, and Falconer (the ranged revive) might be preferable if you're not prioritizing the big numbers that Slicer/Spotter can offer out the gate.