I usually get headgear of the attribute I'm focusing on, and put a major rune into it. IMO, superior runes aren't worth the -75. I'm sure there are *some* cases where you really need to max it out, but I've found the major's to be cheaper and just as good.
Other than that, it comes down to what you're looking to do - if you need more survivability, then go w/ the insignias that give extra armor and health. If you are having problems w/ a specific condition, like being dazed/crippled/bleeding, then there are runes to reduce the time it lasts.
To me, I like the extra 5 energy you get from using a radiant insignia and an attunement rune on your chest armor, but other prefer an extra armor or HP one, since you're most likely to get hit there. It's all a matter of preference, but the ability to choose is one of the strengths of the game.
Other than the head gear w/ a rune of the same attribute in it, it's all up in the air...
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