Wow, just got off of Warcraft 3 a few moments ago...
I try to go with a ranged hero, and usually get boots of speed and gauntlets of speed. Or whatever increases attack rate. They usualyl combine anyways. I think go after health and defense. Not worrying on damage till a bit later.
Next, try to ambush weakened hero's when you can. But focus on killing the creeps. If you see a healthy hero of equal or close to around your level (God forbid above) I'd suggest avoiding direct confrontation, use an AoE or point and click spell, try to weaken or kill the creeps and get a safe distance away. usually around the tower. let the hero weaken themselves and then go after them.
That's just how I play, though.