This is really more of a Baseball Leftovers question but I would go for a balanced strategy. You don't want to end up last in any of them. It does favor stud pitching since it counts Wins, Losses, CGs, and Ks. So I would draft at least 2, preferably 3, of the top 20 starters and then concentrate on relievers. There really isn't much of a benefit for the closers vs. the stud MR guys (you can search, there's plenty of threads on who they are) so as long as you get a couple reliable closers and then a few star MR guys you should be competitive everywhere. Then draft some borderline starters and replace them with whoever gets hot if they don't work out for you.
0-3 to 4-3. Worst choke in the history of baseball. Enough said.