If your aren't talking about angus disregard the rest of this post.
First thing I look at is some of the most inheritable EPDs, BW, WW, YW, SC, DOC. I generally don't want negative birth weight breeding stock, weaning weight is important if you are selling feeders, I think yearling weight would be used to make sure you don't get breeding stock that are too small or too big from this heifer, scrotal circumference is one I try to focus on because I think it points to generally more fertile breeding stock and I just make sure docility isn't crazy low.
I try to make sure that $E isn't terrible, like -$40, and if selling feeders and keeping replacements is something you do $W is supposed to be a measuring stick for that. I usually ignore $B in anything because I am not retaining ownership through a feedlot, but it can affect my decision if it is really low. There may be something too a cow with average or above average CED that has a CEM that is a couple points higher, but it's not something I spend too much time looking at in cows maybe more so in AI bulls.
I'm fairly new to the EPD thing, but that is what I have came up with through personal experience and talking with other cattlemen.
Also, don't get too caught up in numbers as heifers have low accuracy numbers anyway.