First off, check out this guide: Skaul's Hierarchy of Tips and Tricks [SHTT] [2.5]
Some cool guy made it. It will help you out a lot.
You’re better off to stick most of your Hero Points into Fortune, then another of the base bonuses, then into the skill you use most.
I recommend Treasured, Dealer, or Fortunate first.
In the end, it doesn’t matter all too much which pet you use because you’ll desire stats over function eventually. However, I prefer Imps for functionality with item pickup set to Rare+. It’ll provide an influx of legends and fill your coin purse.