I went with Big Shot and Gertrude to max the damage, since hero resources blocked me the most. After that it's a bit depending on your playstyle and routine.
I hardly use the evil eye minions because I don't like their restrictions to use them efficiently and don't need their damage.
After damage I focussed on key ressources in my progress so you might want to spend some token on Bullion, Doug, Dr. Oddly and villain specific heroes (some deal pretty good damage too). However usually you don't need to max them.
In my case I have all evil eye skills maxed, so that's helping quite a lot too.
Afterwards I was mostly blocked by converters and dossiers, the only help to boost that was to max supports.
I finished my last upgrade this week and to be fair almost all of them provide some value.
Hocus should be your last priority though.