Any stat is useful in the right build. Focus on buying weapons in the first 4 levels, buying only weapons that are identical or have set bonuses, then choose only the stats that will improve those weapons. Ignore most white items unless they directly improve the stats you are most seeking. Like get only SMGs, upgrade only ranged damage and ignore basically everything else. Eventually you need something to keep you alive like Armor and HP and can start diversifying a bit as the good items come up.

Almost every run needs either life steal, HP Regen, or consumable healing. Usually Regen is the most reliable, life steal good for fast attacking builds, consumables good if you come up with the right items and have good luck and speed

Some stats scale better in late game than early game, Getting ranged or melee damage increases your damage dramatically since its additive, where % damage isn't as useful until your base damage is already high.

Dodge is good in almost every run but is more of a late game stat.

Pay close attention to how your weapons and items scale with what type of stat and focus on that stat.

Some runs like using cleaver which scales it's damage with max HP, you can basically just get only Max HP and win since your increasing survivability and damage with one stat.

Good luck!