First, I build a tavern and recruit a second hero (usually Luna) - I transfer troops to the main hero and the second hero, and then I focus on developing the economy (+20% to gathering). They operate as a pair.
For the second hero, after developing the economy, I focus on building, logistics, and pathfinding (all level 4 skills after visiting the Enlightenment Stone, which provides experience).
I develop the first hero differently, depending on whether they are a mage or a warrior, and what artifacts I find. I always go to the Blood quest.
Added 1 minute ago
I always build a market and actively trade (usually gold for crystals).