I opted for buying global relics first, until they become too expensive in terms of iron coins I usually acquire in a week, then I'll switch over to the class relics. (On a side note, I absolutely HATE PvP in all games that I play, and only participate for certain event rewards here. When the other system for iron coins comes out I'll probably switch to there almost exclusively).
I wish that it would display what relics your troopers/potential troopers have when visiting their team. It would help you see how you compare and also help you select compatible teams to go with their champion.