first off i'd recommend to worship tsathoggua until his watching is "glanced" so that you can summon a few sleepers of n'kai, which lead to easy sacrifce-prisoners for future rituals.
then hastur to glanced for byakhee-summonings, cuz one of these will work like a drop pod that carries loot back home for you if you go questing.

anything past that depends on your needs & playstyle.
dagon gives easy acces to gold, jade & plasteel.
bast will defend your home.
cthulu will improve your pawns, so he's good for offense.
shub-niggurath will flood you with foods.
and nyarlathotep sends you pawns that wear devilstrand robes; you can sacrifice one to summon the next 2. great cannonfodder.