Which primary skill is better?

Hmm, that's a really interesting question, but I wouldn't favor any one over the others. When I'm leveling up, I try to make sure they're all at the same level, and I only change them if an artifact gives a much better effect than the previous one. If I'm going into the Arena and my Attack and Defense are equal, I'll choose Attack. In the case of Knowledge and Power, I'll choose Knowledge. Although, a lot also depends on which faction you're playing and what class your hero is.