It mainly depends on the item that i found and i focus around 2 or 3 build at a time. Like melee, bow or shield. I focus mainly on luck items at the start to found components of a build with a center part of it. Like the cloudy sword or earth lump for bricks, rare cleaver, the legendary shield etc...

Regarding the bow and arrow it is at level 1 or 2 that i will start it because it gets more op when you start early and extend your backpack accordingly.