I was in a similar position; my regular duo-buddy was (and still is) my house mate / best friend.
I changed my play style once I got enough equipment for "named set" bonuses. Saltmarsh (level 3), then Feywild (5), then Dread (7), then Ravenloft (10) and recently Myth Drannor (13). I like the Myth Drannor equipment so much I no longer worry about upgrades for Sharn (15) and Vecna (18). This means that I used to Heroic TR at 20 and cycle through each class to get completionist. Very rarely did I run an epic life.
After gaining completionist I had lots of equipment -- so much that most of my account slots are taken up with equipment mules, one for each expansion set.
I then started running each life to level 30
(1) heroic + epic for a racial life, or
(2) iconic + epic for an iconic life
... only then did I realise that I could have got several of my class lives for completionist as part of my iconic class. Iconic Shifter count as a Barbarian life, Iconic Tiefling as a Bard and so on. I wish I had realised this sooner, as the level 15 equipement you are given free as an iconic is perfectly fine for levelling all the way to 30 on Reaper 1, and the named equpiment you pick up along the way makes the next life a little easier.
I have currently "parked" my first main toon at level 34, mostly doing sagas (when my duo buddy is not around) that offer cards as an end reward (Ravenloft, Feywild, Sharn, Saltmarsh, Dread, Vecna, Myth Drannor) and collect huge numbers of Filigrees along the way for sentient items. I have enough cards to curse the low level equipment my "new main" is wearing. Those many mules provide a huge store of duplicate items so I can curse several identical items and choose the one with the best curse. Occasionally I will keep a "melee curse" version and a "Warlock curse" version. The items with useless curses are used as sentient food.
My "new main" is doing one each of the iconic lives to contribute to class completionist. If I find a class is particulalry fun, I will do an Epic TR back to level 20 and then level up to 30 again. Sometime I do several epic cycles, but so far 5 epics in a row is the most I have done (that was a Warlock build with an item curse that gives +2 pact and another item curse that gives +2 imbue dice). I am looking forward to the new Warlock-based iconic in the expansion pack coming in (about) August 2025, even though I have one Warlock life already. After all the iconics, I intend to run the other classes one by one until I get completionist. By that stage, I will have identified a favorite class (Artificer for a long time, currently it is acid-based Warlock). I then run that class over and over for the racial completions. I have done 3 x Assimar, 3 x Dragonboren and 2 x Drow (and on my third Drow life at the moment).
As others have said, do what you find the most fun. I found casters like Wizard, Sorcerer and Cleric to be hard work, so I take my first 9 levels as an Artificer and the other 11 levels as the "proper" class that I want for completionist. My duo buddy used lots of +3 and +5 hearts of wood so he could take 12 (or more) levels as Artificer and then lesser reincarnate to change the mix of levels to have 11 levels of the "proper" class before the TR. 12 levels of Artificer is a sweet spot for DPS and the new AoE shots are just awesome for killing groups before they can even aggro ... and that is on Reaper 4.
