There are a lot of different things to *get* in Agents of Mayhem- cash and crystals and gadgets and half-a-dozen types of blueprints and more besides. With so much to choose from, what should you grab first?
The answer is Agents. They are, as HR will tell you, your most valuable resource. Even though you can only field three at a time, a bigger roster means a more versatile team, and you can always put benchwarmers to work on the Global Conflict map (well, always after Level 8). Acquiring more agents also means acquiring more character missions, which can be both lucrative and entertaining. Lastly, when your squad earns gadgets, any team member who's already unlocked all their gadgets wins one for a random other Agent. If all your Agents are full up, these valuable opportunities are simply wasted. So do make an effort to recruit new Agents as soon as possible- for the good of the city, for the good of the world.
Past that, it's not too important to prioritize, because running missions will generally fill your needs in roughly equal measure. You should spare some time to scrape up Intel when you don't enough to keep up your Global Conflict activities (recon runs and hostage rescues help), and if you ever have the choice, take cash rather than crystals. You'll be drowning in the latter come the endgame, but you'll still need cash for tech development long after the main story is over.