Sensors: By role. Anti-missile sensors need to be R1 and should have at least 3-4m km range, more if practical. There are two doctrines for anti-ship sensor design. The first is to make two distinct classes of active sensor, one relatively low on the R scale (30-10) designed to pick up fighters, FACs, and other light ships at a decent range, and another which sacrifices granularity for range, being used primarily to detect larger vessels and colonies. The second is to design all sensors in the vein of the first type, simply scaling them up. This eats up much more space for long-range scanners, so it's typically used to give all vessels relatively short-ranged active sensors (10-100m km), leaving the long range detection to capital ships that can spare 2500t for a sensor and dedicated sensor boats.
--
The most important attribute of ASMs is speed. You need speed to catch enemy ships, to minimize the engagement envelope of their PD, to get the first strike when firing at relatively equal ranges, to maximize CTH. A missile that's too slow is irrelevant regardless of what it's warhead, agility, or range are.
WH needs to be decent, but don't go overboard. Keep in mind that as warhead size increases you have to enlarge the whole missile to compensate (unless you want it to be shit), which means your ships carry fewer launchers and fewer missiles in their magazines at any given size. Thus, smaller WHs are actually often better, due to the inherent advantages of large-volume volleys. This was offset somewhat by shock damage being introduced, but that still requires that a large-WH missile slip through and hit. Square-number warhead sizes (1, 4, 9, 16, 25, &c) are optimal because of how armor damage is distributed for missiles--each square number represents a threshold at which another armor belt is penetrated; WH1 is a single block of armor, WH4 does a row of 3 to the outer layer and a single block to the second layer, WH9 does a row of five to the outer layer, a row of three to the second layer, and a single block to the third layer, &c.
Accuracy matters, of course. It's not hard to optimize though. There's always going to be a sweet spot where your gains from increasing agility start reversing. Make a drive, slot in your WH, then start adding MSP to agility and fiddle until you find the peak.
Range is least important, for reasons I noted in a relatively recent post. Try to get a minimum of ~100m-120m km range on your ASMs at ~TL3, and pop it a bit higher whenever your tech improves and you design a new generation of ASMs. Long range = lots of fuel = less tonnage devoted to the things that make missiles effective weapons.
--
Ctrl+F4 is the Task Force window hotkey. Click the "New TF" button on the bottom left to make a new one. Assign it to a colony or flagship with the dropdowns. Now that it's made, open the Commanders window (F4). Select a high-ranking naval officer, select "Staff Officers" from the assignment filtering dropdown. Assign that officer as the commander of the TF. After that you can assign other officers to the billets in the TF.