I like to hop around a lot, and avoid the braindead "create, kill, quit" thing.
There is some priority, though. Top areas are River of flame/chaos sanctuary and Worldstone keep/Throneroom --- these are all area level 85, and have a nice act boss at the end.
Second are Mephisto and Andariel --- Mephisto takes longer to reach; but Durance is area level 83, which isn't bad, and you always get the superunique council members in durance 3, so it's not that bad (Bremt Sparkfist in particular, as he comes with a bunch of friends and often there are some boss or champion bloodlords as well).
I can "run" Andariel and often do (as opposed to killing the stuff on the way through the catacombs 2+3), but her drops can't get as high as Mephistos. I always clear catacombs 4, but the map could really use a higher boss density.
If I don't forget it I also pay a visit to Pindle, Eldritch and Shenk.
Other than that, I more or less randomly hop around to different areas --- there isn't enough time to do everything, so it's just more or less random.
When I feel like it I'll probably make an AutoIt script that sends me to a random waypoint for me, or says "cows" or something like that