In terms of credits v. the other two resources, you don't need to prioritize one over the other. Try to get as much as possible of all of them. However, later in the game you will find that it's a lot easier to gain credits than the other resources, as trade ports are far more efficient and far more productive than refineries. In that respect, yes, creds can be most valuable, as it is generally (I believe, haven't done the math myself) better to build a good trade chain and buy resources (late game) than it is to try to keep resource production on par with credit income.
With shields, yes, there can be a definite bonus to having hull points when you're up against a Vasari. However, the most important upgrade is armor, which reduces the damage done by enemy fire, rather than just giving you more points to soak it up with. This makes support cruisers/healing capitals more effective, as every point they heal lasts longer. When your cap ships are being focus fired, this can be invaluable. Otherwise, usually the best strat is to take whichever upgrade comes first, or prioritize based on what they lead to. As advent, I usually take shields over hull, because shield tech is required for Iconus Guardians, the first advent support cruiser.
Allied victory requires you to have alliances with the other players/AI. This is done either by having locked teams (I.e. "Locked allied victory") or by forming alliences in game (in a Free For All - abriviated FFA - game).
I believe envoy cruisers are the key to getting relationship bonuses over 10.00, though I'm not sure. When I have the time to play, I usually play multiplayer, and if I play single player, I usually go for a strait military win in order to practice for multiplayer. There should be something in the game manual that talks about that, or you can look at the list of new features in diplomacy.
In terms of ships in a fleet, it depends what you mean by fleet. If you're referring to the "form fleet" function in game, it's rather useless, as it generally leads to incoherent and unintelligent ship behavior, and is hard to work with. If you just mean a group, it can be beneficially. Usually, running just a few ships around for a long time is a good way to get them killed. On the other hand, sometimes a small group is what you need to either protect your planets from AI siege frigate raids, or to raid the enemy's planets. Overall, having one or two major ship groups is the best thing, especially when on offense.