I usually aim for Anhk shield being one of them, but will have some of the components equiped till I do, like the Bezor when in jungle.
Wings and/or the Hover board. Will have the carpet instead of hover board if I obtain that early on, then switch to the board eventually.
The item that you make with the depth meter. GPS I think... Don't remember which one it was since I play both console and pc.
The other 1 or 2 slots I usually have some other item that benefits my survival, usually something with attribute defense added with the tinkerer.
Note: I don't usually use boots, but sometimes I do have that as one of them.