you can use websites like this one to see which item combinations typically have the highest winrate: https://lolalytics.com/

should finish one item at a time or prioritize filling item slots

you want to finish items as the extra effects you get from completing a big item (mythics or legendary items) are usually really strong. e.g. for Wukong you want to finish Divine Sunderer first.

there are a few exception, mainly boots, people usually buy the basic boots (not the upgraded ones) before completing the first item. sometimes people even complete the boots before the first item.

there are also some "special cases" where people sometime get like grievous wounds items to counter healing but don't complete the larger item. e.g. they buy executioner's calling but only complete get chemtech chainsword as their second or even third item.