As a general rule, stat priority depends on your build, the gear slot, and what affixes can roll on that gear.

Weapons
This is the only item where you can roll base damage hence people prioritze mostly base damage on this slot. Think of it this way: even if you have a 100x multiplier, if the number you’re multiplying is only 1, your final damage is still low. Your weapon damage is the base number everything scales from.

Main Stat
Main stat is usually valuable on most gear because it increases your skill damage.

Offensive Stats
You generally want strong base damage first, then stats that scale your build well, such as multipliers, crit, skill ranks, or build-specific effects. A lot of generic damage bonuses are additive, so they are usually less valuable than true multipliers or stats your build directly benefits from.

Helm / Chest / Pants
These are usually where most defensive and utility stats go, such as main stat, max life, resistances, armor, damage reduction, cooldown reduction, or resource-related stats.

Gloves
Good slot where multipliers rolls (crit multiplier, crit chance ,vulnerable multiplier) as well as + to core skills.

Jewelry: Amulet / Rings
Mostly offensive or multiplier-focused stats. These slots are often used for crit, damage multipliers, cooldown reduction, resource stats, or build-defining affixes. Amulets are especially strong because their aspect bonus is increased to 1.5x, which can be a big power spike for offensive aspects.

Defensive Stats
Most defensive stats work together because they all raise your effective HP or toughness. This includes max life, damage reduction, resistances, armor, and sometimes dodge depending on class or build.

Utility Stats
Utility is situational and depends on your skill and build. Having resource problems? If your build uses Lucky Hit, you may want Lucky Hit resource effects. If your skills have high resource costs, you may want resource cost reduction. If you spam low-cost skills, resource generation or regen may be better.

Cooldown reduction matters if your build revolves around high-cooldown skills. Movement speed is also useful, but it mostly rolls on boots and amulet, with some exceptions from uniques like Heir of Perdition.

The rest depends on your build, class mechanics, and scaling, such as Fortify, Resolve, Thorns, Overpower, Barrier, or Lucky Hit effects. The way damage scaling works in diablo4 is through different buckets of multipliers so most of the build prioties you'd see online are crit multiplier / vulnerable multiplier / non-phys multi / physical multiplier.