In 5e?
My Paladin starts desiring a +1 weapon and Gauntlets of Ogre Power. Ideally, that becomes an Holy Avenger and Girdle of Storm Giant Strenght. Third attunement goes for Winged Boots or Ring of Free Action. Desired items are also Tomes of +2 Cha and +2 Con, +3 Plate, +3 Shield, Javelins of Lightning, Iron Horn of the Valhalla, Cloak of the Manta Ray, Goggles of Night, Periapt Against Poison.
My Diviner desires Staff of the Magi or Staff of Power, Tunic of the Archmagi, Tomes of +2 Int and +2 Con, Iron Flask, Wand of Magic Missiles, Wand of Secrets, Wand of Detect Magic, Goggles of Night, Periapt Against Poison. Also strives to have a Shield Guardian.
In other editions there were other optimal choices. For example, my 3.0 charger wanted a Rhino Hide as soon as possibile.
My favourite classes of items are 1) magic swords (from +1 Longsword to AD&D2e +5 Vorpal Longsword, to Dark Sun's Silencer of Bodach), 2) Miscellaneous Items, 3) Tomes that raise ability scores, 4) Artifacts