It depends on your project.
As for types, we assign scores to Stories and Tasks. We don't prioritize Bugs and treat them as a must, but we've heard that some products do.
We also don't prioritize Epics but use them to separate issues into different boards with the help of filters.
As for statuses, we, of course, prioritize issues in To Do, and we also find it useful to evaluate issues In Progress, as priorities may suddenly change or the implementation may take too long. We may decide to stop working on it.
We advise to exclude issues with statuses Done, Test, and In Review, as those no longer need to be prioritized.