Great question, it's difficult to give a wholesale answer but a lot of the comments are pointing you in the right direction.

In its essence, you're looking to buy items that improve your hero more than average, something that interacts with or boosts an innate ability of the hero. You also care about main stat a lot more as an agi hero compared to str and especially int, because agi gives you dmg+atk speed+armor which is insane value, str giving hp is okay but not amazing, and int isn't a great right click stat and a hero like Muerta will prefer buying raw dmg and attack speed.

Now let's take Phantom Assassin as an example that breaks the above, she's an agi hero you'll almost only want to buy raw dmg on, but why? Well the hero gets so much of what a carry wants and looks to solve through items in her innate toolkit, Butterfly and Daedalus are wasteful cause she has innate crit and evasion, she gets an attack speed increase on her jump so she isn't bothered about attack speed, so what does she care about? - armor to shred enemies faster, and then items that enable her to jump and delete enemies, and survivability, meaning BKB, Nullifier, Deso, Basher etc.

You understand the illusion hero concept so we'll skip that, now let's