All pick/Captain's mode:

When choosing heroes, try to agree who you will play, check the Dotapedia online to see who are good counters and team workers and choose thereafter.
Once you have a good hero, you will need to have a good hero build. Depending on your hero there are some universal rules when buying items:

STR: When having a hero with Strength as main attr. or a hero with much health, you really want to have some kind of counter-strike against the magical strong enemies, like some kind of damage block or spell block; i.e: BKB, Blade Mail, Vanguard, or other stun items like Scull Basher, Abyssal Blade, or even disablers like Diffusal Blade or Heaven's Halberd.
Sometimes it might be good to have HP regen items, like Heart of Terrasque, Vanguard, Bloodstone, Hood of Defiance or Lifesteal Items like, Morbid mask, Vladmir's Offering, Mask of Madness or Helm of the Dominator.

AGI: When having a hero with high agility gain or agi. as primary attr. you want to have agility items, attack speed items, evasion items and some HP regen items. Agility items will increase your atk spd and physical evasion, aswell as your atk dmg. These items could be high agility items like Butterfly, Poor Man's Shield, Manta Style, Oblivion Staff and Sange and Yasha.
or it could be low agi items, like Iron Branch, Slippers of Agility, Band of Elvenskin and Blade of Alacrity.
Evasive and atk spd items are like Golves of Haste, Mjollnir, Assault Cuirass and Quarterstaff. For HP regen, the Hood of Defiance is really good along with lifesteal items, as your atk spd can be crucial when using lifesteal items.

INT: Intelligence heroes are a bit special, as they rely on mana and have usually high magical damage abilities. But for that you will need mana, mana regen and some health and damage.
The Mana and mana regen items are all from the small Clarity and Bottle up to moderate items like Mantle of Intelligence, Robe of the Magi and Staff of Wizardry all the way to monster items like Arcane Boots, Eul's Scepter of Divinity, Orchid Malevolence and Shiva's Guard, Necronomicon, Dagon and Aghanim's Scepter.

The thing is to combine the items based on the opponents and their choices, aswell as your money balance and tactics.
Use this to your advantage and I hope it will help you in the future.

glhf!