Thunderstone, Sureshot and Fyrdwoman are all good at lending weaponthanes a magical hand. Magical mysteries are something else that should be pursued every year. A good way to regard the various blessings is that they are the equivalent of the technological track found in a typical 4X game. Temples to the gods offer the support of 2 or more blessings at a time. However, each temple requires significant support, and having too many of them is an easy way to run out of sheep.
Hero quests are both difficult and important.
The best way to accomplish hero quests is to read the quest legend thoroughly and emulate it as closely as possible. According to David, Uralda and Elmal are the two most difficult hero quests. Emulating the gods is the easiest way to complete a heroquest Trade is important to generate a steady flow of income. With additional goods, you can afford to be more generous to your neighbors, who will then help when you want to establish a tribe. Diplomacy is also important, since the only way to win either the short game or the long game is to establish tribes.