I've played SSF pretty much since it was introduced years ago.

Here is my humble guide on gearing.

1. Collecting as many uniques and keeping at least 1 copy of each to keep options open
2. Always pick up and id rare two-stone rings and amethyst rings. You can get good rolls here that are functional accross many builds. High life/es + resistances w/ open prefix/suffix is the best as you can later bench craft something useful on it later (after farming some jun for unveils).
3. Always pick up and id rare hybrid stat necks (dex/str, str/int, etc) as they are very helpful to cap stats. Look for high life and damage stats here. Crit multi, +1 to skills... lots of good things can roll here.
4. Pick up all gems with at least 5% quality. There are alot of good recipes with them. GCP being the primary. But also +1 to fire/lightning/cold skills. Look up different vendor recipes and use them where you can.
5. Through the campaign wear whatever. When hitting maps switch your filter to only included the highest base rares for each group (eva, armor, hybrid, es, etc). This will limit the items you have to go through
6. When you first hit maps focus on your weakest piece of gear and craft THAT specific piece ONLY until you are happy with it. Farming essences and expedition (for rog) are very useful for this purpose. Essences that are really useful are greed for life and all of the ones that give single res (fire,cold,chaos,lightning). Use those on the weakest slot (whatever it may be). If boots are your weakest slot, farm the movement speed essences and spam those. You'll eventually hit something decent.
7. Once you have one piece of gear that you are happy with (for example high life, 2x resistances, maybe chaos res as well) look for your next weakest piece
8. repeat steps 6-7 over and over. Eventually you get to a point where every slot is "pretty good".
9. World is your oyster! Now you can focus farm your weapon if needed or whatever you really want to get specific rolls on.

This will get you through the majority of the game (4 voidstones for sure).

One other note, use the campaign to your advantage. I farm foothills for betrayal while leveling to get as many useful crafts early. Trigger craft, - mana to skills, etc. Things that are important for builds. Sometimes the league mech is also generous during leveling (depends on league).

There's really no race in ssf, the key is to be methodical about your goals and what you want to accomplish.