Always clear dungeons or go to the Interesting Sites. Also, find Elite bosses. Usually going to world bosses like the skull with the cross swords is a way to get really good gear. It scales to your level. And most are blue. And along with a soul gem of your level usually drops with a random blue item.
Dungeons almost more always have a soul gem too. Off topic but it's a quick way to level and get skill points. Discover as much stuff as you can. You get a lot of XP for finding/clearing dungeon or other site.