Depends on your class.
At lower levels, try to have your prime stat as high as possible while keeping a good amount of HP/POWER.
At level cap, it is so easy to max out your prime stat with strong buffs and everything that you can look to max pretty much any stat you want. And if you ever end up raiding a lot, then resists is something very important you have to look up to.
STR (Mainly how much you can carry and the melee damage you will inflict. More important for melee classes. It also affects some CA damage potential.)
AGI (Think avoidance. Scouts and some tanking classes.)
STA (More Sta = More HP. Serves everyone but prime stat for tanks)
INT (Damage of spells. Also, if youre a mage, the more INT, the more power you have)
WIS (Resists, the higher the WIS the stronger your resists will be. Also affects your power pool if you are a priest).
MIT (Very important mostly if you are a tanking class or a soloer. Not that it's not important otherwise, but if you play a a templar for example and you are grouping all the time, you won't get hit all that much at all thus your mit even if you wear plate might be lower than the MT one and it won't matter all that much)
HP/POWER (Always important but unless there's a huge gap between 2 items, it shouldnt be your prime concern)
PROCS (Procs are neat, but most of them are not worth a HUGE trade off in stats. For a small drop of a needed stat though, some of the procs are nice and totally worth it.)