GROUP = Medium Refines and Summon Contracts. You'll want as many Summon Contracts as you'll need at any given time to move along with progressing your summons, but no more - and the focus here is really just to get as many medium refines as possible, methinks.

ARENA = Unbound Rune. You need literally a zillion of these things... so just buy them and never stop buying them. The Redemption Merchant refreshed? Go buy more Unbound Runes.

RANKING = Hinata. Have you 5-starred Hinata? Keep buying her anyways. She turns into Iruka frags. So just keep buying Hinata.

SURVIVAL = Kabuto and/or Lee. Both turn into Iruka frags at 10 per, same as Hinata, so just keep buying either.

SUMMON = Runes and only the runes. Don't buy frags... those summons come eventually.

SPACE-TIME = Tactics and Thread. The tactics are fine to start... but after you progress them enough, you'll quickly want to turn into the thread (even if you're not on Advanced Thread yet) because Advanced Thread is almost impossible to get and you'll want a zillion of it... that means you'll be glad you used Space-Time shop to get it.

Having said all that, it's not that bad to get some of the ninjas like Deidara or Sasori or whatever just so that they show up at your Home and you can start talking to them. But if you have recruited someone like a Deidara then you definitely don't want to keep getting his frags from Merchant over something like Kabuto or Lee since in the long run the iruka and the scrolls you get from refining Lee and Kabuto frags is going to be much more valuable to you then some silly 5-star Deidara or whatever.