The over-powered unlockable characters will focus solely on traveling speed and killing enemies slightly quicker. Combat Reflexes, Hand Weapon Focus, Two Weapon FIghting, and Sunder are the feats to focus on. Here is the order I go about things. The order you do the levels will go by your own feel for the game, or if you find a more optimal order, all the better for the run!
1st Level (Obtained in Luvia's Laboratory Escape): Sprint x5, Iron Will x1 (this one is kind of a throw-away point, if you choose a different 1-point feat, it's fine)
2nd Level (after Lyran): Combat Reflexes x1, Hand Weapon Focus x1, Stealth x1 (for Artemis), Sunder x2, Two Weapon FIghting x1
3rd Level (after Brazier of Eternal Flame): Hand Weapon Focus x2, Sunder x1
4th Level ( after Earth Foundation): Combat Reflexes x1, Sunder x1, Two Weapon FIghting x1
5th Level (after Fire Foundation): Combat Reflexes x1, Two Weapon Fighting x1
6th Level (after Mordoc 1): Combat Reflexes x1, Two Weapon FIghting x1
7th Level (after Xanhast): no feats, just take the level and go.