Skills
Skill Items can provide active abilities (i.e. you activate it and something happens) and passive abilities (i.e. something that you get all the time). Here's a quick run down on some of the better ones (in no order) to hang on to if you get them:
Passive Skills
Run Speed - Being able to get in and out of attack range quickly helps a lot on Stronghold Raids and difficult missions.
Attack Speed - One way to artificially boost your effective attack rating is with a higher rate of fire/attack.
Damage Over 3s -
Active Skills
Chain Lightening
Ten Strikes
Burning Phantasm
War Cry