Usually don't bother with Battleships as I much prefer Battlecruisers.
German WW1 Battlecruisers and the KM Scharnhorst Class best epitomises what I focus on.
1. Armour
2. Speed
3. Weapons
Heavy Cruisers, I try to avoid, or at least turn them into Light Battlecruisers...
For Light Cruisers, I try to get smaller designs - something like the Agano or Leander Class cruisers.
Twin guns, nothing bigger than 6", no more than 4 turrets.
Destroyers, if I can't take a Light Cruiser, will focus primarily on building something akin to the Type 1936A or Gearing Class.