I always upgraded the Blacksmith and Guild first. I'd only upgrade my guys to Lvl 1 gear. Point being that, the Blacksmith and Guild represent the highest heirloom investment in the game with the most impact, because without gear and skills you won't survive the harder dungeons. All the other buildings remove stress and diseases but you can survive with them minimally upgraded if your runs go well. I only upgrade my guys to the gear and skill level they need to do dungeons because if they die, that investment in them is just gone. So I treat them like they're disposable until I reach escape velocity on cash. Once I have a good amount of cash on hand, the whole party can get stressed, dudes can die, it's all manageable at that point.
Second tip would be: curios. The biggest difference in how much stress I left the dungeon with is the curios. Many of them are not worth fucking around with. For me, before the game actually tracked for you what item had been used on what curio and what the effect was, I used a cheat sheet because I couldn't be assed remembering what I had or hadn't tried. For example, bookcases can give you a random quirk, good or bad, or a shit load of stress. When you do the math, you realize that a) bad quirks are more detrimental to your heroes that good quirks are beneficial, and b) the chances of just getting a boatload of stress are quite high. So when I just started ignoring those problematic curios, my dungeon runs started going a hell of a lot smoother. To the point I'd leave the dungeon with most of the party at 30 stress or lower. Usually the AI figures out the most vulnerable hero to pick on, typically if they have the quirks that make them take more stress damage from specific enemies or in specific dungeons. Not much you can do about that short of the Jester or curios that cure stress. But between the stress heal from crits and killing enemies, and no additional stress from curios, stress management isn't too bad once you understand all the moving parts that affect it.
So my tips are:
-Build the Vinter and the Bank upgrades first when you have the blueprints to do so.
-Upgrade the Stagecoach for larger hero roster ASAP. You need at least 8 heroes to be able to adventure week to week without it turning in to a suicide mission.
-Invest in the Blacksmith and Guild as a priority.
-Don't spend money on upgrading heroes until they absolutely need it for the dungeons they're being sent in to.
-Learn which curios are helpful and which ones are gambles. The Foxx5's Curio Guide on Steam is a great resource if you don't feel like tediously feeling out each combination and paying the price for doing so.
-Prioritize money over heirlooms in your inventory in the beginning. Crests and Deeds are the two most important heirloom types starting out.
-Following that, learn how much of each item you need to take into the dungeon. The less you buy, the less each run costs you, so the more profit you make in the end. My loadout for a short dungeon is usually 6 torches, 8 food, 2 shovels, and at least 2 of each supply item that I know yield good things for the dungeon I'm visiting.
Holy Water in almost every dungeon, and medicinal herbs in the cove, both can interact with curios that straight up remove negative quirks. Those are gold when you find them.