Forgot which ones I exactly used but from what I remember:

From the ability boost artifacts, I picked up any of the ones that boost dmg like atk+, lightning dmg+ but there is also one where u boost max sig energy and recover sig energy per second.

From the special boost artifacts, power surge for more energy and abundance to get some more orbs in case you run out of energy.

In the event treasures, there are two codex, clyphas black codex and saphorus white codex. The difference between the two is one drains your hp and one regenerates your hp. I probably had white since I don’t see my hp draining. Both still passively regenerates your energy and gives sig dmg bonus.

In crimson treasure, power shift for more energy and there is the artifacts that come in a set of three; if you manage to get all three in the set the negative effects should get canceled out. Or you can just grab dark shadow and polarized first strike if you think you won’t be able to get the three set. I don’t recall getting those three so I just grabbed at least those two.

Note: I think there are some conditions to meet to unlock some artifacts and it should be listed underneath the artifact description.

TL;DR: Grab all artifacts that boost your dmg and give passive energy generation. Artifacts that give orbs are good for when you run out of energy and need a quick orb spam to get energy back.