Here's my slowboating loot routine. Disclamer: it takes entirely too much time anyway, but it always pays off in the long term.
Always loot:
-all orbs transmute and up in value.
-most ok base (yellow background colour) 3x1, 4x1 or 2x2 items. Basically - 1h (wands and daggers), shields (es only), gloves+boots, most helmets.
-all maps that I know I'll run or be able to sell. That means all maps at start of the league, t8+ once i'm doing maps around that tier, t10+ late in the league.
-all jewes and jewellery
-all q gems
-all divination cards
-all league-specific loot (essences, leaguestones, talismans, breach shards, etc...)
Rationale: orbs are always gud for sale or crafting (and sale of crafted items later), rare helmets/gloves/boots are much more easily sold compared to weapons or body armour (I make a lot of chaos selling them), jewellery can either sell well or is a chaos recipe fodder. The rest of "always pick up" loot takes up very little space or is worth a lot.
Loot and id, skip if shit:
-some top-tier armor and weapon bases with high ilvl. Totally optional.
-most uniques. 3x1, 4x1 or 2x2 ones can be picked up to vendor for decent amount of alch shards usually.
Only loot if necessary:
-low-tier maps and stone hammers for chisel recipe (mostly pick up while leveling and only if have spare space in inventory while mapping). Chisels always sell and/or are useful in high-tier mapping, and doing this during leveling will usually net you 100+ chisels per character with minimal effort/time invested. Skip this if you're tight on stash tab space.
-portal scrolls (only when I run out).
-missing rare items for chaos recipe (only if I already have the full set of jewellery needed for a full set).
Never loot (shit is worthless unless you're leveling early on in a league and need some starter cash):
-3x2 1h.
-3x2/4x2 shields.
-non-q gems (high lvlreq popular supports and skills are ok during week1 of a league to sell for 1 alch per to boost early wealth).
-5-links (unless on a top base with high ilvl).
Rationale: all of this crap never sells. Odds of you finding a rare weapon/armour/non-es shield that will be so good as to be better (and more expensive) than one of dozens of great and cheap uniques are next to none. And altshard-to-inv space taken ratio is way too low for these.