Of all the upgrade paths available in Doom: The Dark Ages, those you purchase from the Sentinel Shrine are amomg the most important. Each one drastically improves how a particular weapon functions, and all act as blanket buffs to its effectiveness.
You'll be spending quite a few resources even on the earliest upgrades, though; a simple tier one improvement can cost upwards of 150 Gold. Then you’ll also need to start spending Rubies and Wraithstones, which can take multiple missions to build up a good stock of.
