As far as skills go I usually go in this order.
Prioritize your Death from Below, Pillar of Agony and Devour Souls. Your standard attacks build blight, which makes all of Hades skills cause a bonus effect to these three benefit the most from blight imo.
Your DFB skill causes blight as well but if the enemy is already blighted they will also be slowed upon being attacked. (This eats up your blight stack though im pretty sure which wont let u get heals off of devour souls when u land it.)
Shroud is really useful for escapes and covering allies but I usually level it up last.
DFB is awesome since it is a blink and essentially a teleport. You travel as an intangible ball of shadows for a second, which makes it great for cutting corners/going through walls.
(DFB and Pillar are an awesome combo and if your team has any idea what it's doing you should be getting assists left and right with the few occasional kills.)
Being that he's a ranged tank, I usually put reinforced boots up to level 2 before anything else. I'd also get as many mana potions as possible at first. The rest sort of depends on whats you are facing in your lane.
Hide of the Nemian Lion is great for physical damage since it reflects physical damage taken . For Magic id do Void Stone first since it gives magical protection/power and decreases enemy magical protection at level 3.
You also get 3 physical protection just for leveling up Hades up.. Which equates to 60 by level 20 so i like to stack Hide of Nemian Lion and then a magic item on top of that!
Sovereignty is an awesome second physical protection item as it gives alot of physical protection to you and your nearby mates. If you want a second mage item go stone of gaia as it gives huge magical protection and health regeneration increases.
In other words go tanky first! Early on you're going to do fuck all for damage regardless until get your Pillar skill. Once you have that, you eat up pretty much any hero aside from Ymir or Odin until mid game.
As far as Damage goes these should be added later on.. But I usually do Rod of Tahuti and gem of Isolation as they give great magical attack power and Gem of isolation slows any enemy hit by one of your magic attacks! I usually wing it on anything after that.
Usually If I get above 5 kills per game im extremely lucky, but Ill have near 20 assists and 1 or 2 deaths!
One last thing id say is that remember that Hades is a tank and battle initiator, not a finisher/killer. A Hades gank usually means u should be getting assists!
Sorry this is so long but i wanted to try and cover everything. Hope this helps!
Edit: Fuck you, Smoothrich