The short answer is: it depends. Agricola is quite a complex game and there are all sorts of variables at play that determine your strategy. You have already said that you are trying out various different strategies. Keep doing that, and see what works!
The longer answer:
What I've found from my own experience is that going for an all-out strategy too early (i.e. in stage 1) is counter-productive. Time spent playing those minor improvements early means that you miss out on gathering resources for a room, and so you are the last to grow your family, or that you fail to get a food engine set up, and later have to spend too many turns taking "fishing" or "day labourer". In addition to this, by neglecting the more conventional moves like taking wood, you leave nice juicy piles that your opponents can take (particularly in games with fewer players).
Stages 2-3 are often the time to get your nice combi-strategy going, once you have got established a bit. It's early enough that you will still reap the benefits, but (if you've done your preparation well) not so soon that you'll starve. It's also nice and efficient since you can play your major and minor improvements in combination with family growth or renovation. Here you can be fairly single minded, as long as you don't neglect growing your family. Family growth is massively powerful since it gets you extra actions and extra points.
Late in the game, it's time to diversify. The scoring system of Agricola is heavily biased towards having a balanced farm at the end of the game. As @Samthere mentions, the best marginal gains are to be found by making sure that you don't have any -1 points - if you are lacking, it's fairly easy to pick up a single sheep for an instant 2 point gain. Because of this, and the caps at 4 points for most categories, the winning farm is nearly always one that is a good all-rounder. However, there's nothing to stop you from employing a single-minded strategy earlier in the game, as long as you balance things up at the end.
A final note: depending on your mindset, the victory points may only be half the story. To me, coming up with a great synergy of cards is fun, even if it's not necessarily the absolute best strategy at the time.