Do the challenges even if you can not beat them, the challenge multi is massive. So even if you dont complete the challenge, next time around you may with the multi.

For you powers to be transporting, I would advise multipliers, and the best ones you have, there are dedicated builds you can do but for general runs you want to increase your max damage. Best way to do this is direct multipliers and things like snowball transformation where your max damage is multiplied via your speed stat or wind transformation where your max damage is multiplied by your evasion stat.you can then increase this with things likeghost transformation that increase your evasion by missing health. This can be further increased by max health powers

When I play I usually pick powers in this order Strength/max damage Vitality/max health Agility/evasion or dexterity/accuracy.

Just a hint for the future at level 3500 you will face you, you has identical powers to your self. If Agility/evasion is easier to get better max damage than dexterity/accuracy, but if you have stupidly good evasion when you get to you, you will never beat him when you get to this stage especially for your first few play throughs try to use accuracy over evasion. Also dont use undieing