There are two types of power-ups that can be bought. The first type is the set of three that can be obtained at the start that only remains with you for that particular run. The second type are upgrade power-ups that are collected during a run. Concentrate on improving the ones you can collect during your run first. They will be more useful overall. Other than that, the Score Blaster is a particularly useful starting power-up. When upgrading the in-game power-ups, consider using the order Bloodlust, Ultra Boost, Coin Magnet, Multiplier and Endless Ammo.