The super-team, as I've trial-and-errored to learn, is:
Harvey Walters, Michael McGlen, Kate Winthrop, and Gloria Goldberg.
The most important thing about the lot of them is that their abilities aren't item-dependent, and that can turn a game that's going badly into a squeaked-out win. Harvey and Michael's respective "swap out the terror glyph" abilities are really butch, and let them deal with lore-heavy (or peril-heavy) adventures with little item assistance. Kate's terror/monster immunity means she totally owns terror adventures, and monsters can't appear whether she fails or not. That makes her the perfect choice to go looking for the adventures that open other worlds. The other world adventures are the key to fast elder sign acquisition, and Gloria owns them all, since she gets the full load of glyphs when she's gallivating among the dimensions. Fun Fact: in the Cthulhu expansion you raise R'lyeh at the end and have to do a special adventure on it, and it's STILL AN OUTER WORLD, so Gloria's ability is still on full-blast.
In play, use Harvey and Michael to deal with the adventures where they have an advantage. They make good hatchetmen, too, since their individual good stats mean they can soak up the residual damage from monster slaying and still come out on top. These two are also primarily in charge of dealing with the midnight effect adventures, which you absolutely must defeat. Letting a midnight adventure keep dinging you will spell your doom (especially in the Tsathoggua campaign for some reason. You'll be up to your neck in Formless Spawn and won't be able to get anything done).
Kate's job is to tackle the terror-enhanced adventures, and look for adventures that open other world portals so she can set those up for Gloria. On Gloria's turn, if there's an other world open, she's going in. If there's not an other world open, angle her into adventures that earn her spells and clues--she doesn't need glyph items for what she does best, and after a couple of other world adventures she'll have plenty of those anyway.
Good Hunting!