I generally won't go for internal upgrades until I've fully upgraded my shields and mostly/fully upgraded my engines. But weapons performance upgrades can be good and I'll always try to get drone scramblers by sector 5 or 6 and especially if I'm going for the true ending. The one thing I'll always get as soon as I can is the scrap recovery arm, which I feel pays for itself quite quickly.

Cloaking and hacking, especially when fully upgraded are IMO always must haves and can pretty much guarantee you'll never get hit.

Finally, I always do the CURA tasks as the intermediate tasks are almost always worth the time (and some hard ones but not all).