Which items do you always end up buying?
With my first Thousand:
Scaled Helm (for a lot of classes it triples your mana per second)
Gauntlets of Brutality (especially for ranged classes)
Combat health Potion
Rejuv potion
Teleport Scrolls
Universal Trinket.
Obviously not all of these, but generally a mix depending on a variety of things. If I have favor items available, size of the map, class played, etc. (An opening teleport scroll with Rook can net you level 2 before getting into combat, which is pretty big).
After that, the items I always seem to look for:
Vlemish Faceguard (Best mana to cost ratio in the under 6500 category)
Hungarlings Crown (Save up a bit for it, but often ends your mana problems)
Nimroths Ring (HP boost, regen, life steal. Very solid item for when you just need to not die from the slow burn)
Mage Slayer (Often the most expensive item I'll get to buy, when it still matters)
Other than those, a few trinkets that often end up in my inventory:
Warlords PUnisher (Mana burn + chain ligtning for under 2500!)
Boots of Speed (Depends, but it can be pivotal)
Wand of Speed (I often prefer this over the boots. +25% instead of +10%)