Personally, I like to plan my stat spread. Every talisman, unique cloak, and legendary or unique weapon increases a certain stat by a given percentage. In addition, light armor is faster than heavy armor, although the latter adds more to your defense. Use gear that boosts the stats that are best suited to your play style.
On my main character, a Trickster, I like to keep my movement speed high so I use the Marble Swan. Because my melee weapon is a hammer that already does massive damage, I try to find armor that boosts its melee speed. Generally, weapons such as hammers and crossbows deal more damage than their counterparts but are slower. As for Sly Illusion or Frenzy as the skill to use, I could go either way. Sly Illusion can stun enemies for a second time after Charge or be used to escape, but Frenzy can ridiculously increase your speed.
On my Hunter set, I focus on boosting my ranged damage and ranged speed. Aimed Shot is used as a more powerful attack. If you use Thorn Growth right, you can also block enemies from getting to you and hit them with Aimed Shot or regular ranged attacks. War Cry can also be useful for keeping enemies at a distance.
I really haven't focused on the other classes, but I think that a Brawler might benefit from having more points in defense when they use Wild Swing.
Well, that's all I have to say. Hopefully this helps someone or you at least find it interesting.
-From, your neighborhood gamer