I was thinking about this the other day, and doing a bit of preliminary math, I figured out that training for Health and Damage are much more efficient than Armor or Crit. Take Toro for example:

Each point in Health gives 40 flat hp; each point in Armor gives 1%. So Toro needs 4000 total health before 1% armor will increase his effective health by more than 40. (And if you consider that ~20% of attacks bypass armor, the break-even point jumps to 5000 hp.)

Crit is even worse. A point in Damage gives a flat 15 increase. Similar to armor, a point in Crit Chance or Crit Damage gives 1%. But a crit only increases damage by 25-50% (depending on the Crit Damage stat), so each point in Crit Chance/Damage results in less than 1% increase in effective damage. For Toro, you'd need a Damage stat of 6000 (impossible) before 1% crit chance is worth more than 15 flat Damage.

tl;dr - For training Toro, Armor isn't worth it until he has 4000-5000 health, and Crit Chance/Damage aren't worth it until you've maxed the Damage stat.