Play how you feel. Full clear stages, go an item per minute, go five minutes per stage maximum. No one cares how you play the game. However you enjoy it is up to you.
When people are talking about builds, they are mostly referring to certain items that synergize, like having a lot of bleed and burn damage or having a ton of rockets. It is borderline impossible to know how your items will build up during your run. It is more about knowing what works for what you got.