If you're going for progression's sake, find the TP as fast as you can and bug out as soon as you can. If you wanna get buffed to shit and just get a feel for the game, spend some extra time fighting monsters, looking for chests, and then dip out when you can't easily find anything. Don't spend 5 minutes looking for 1 or 2 chests when you can get to the next level, whatever money you have almost certainly isn't worth it. Your objective should always be to grab as many items in as short of a time as possible before you go to the next level, and wandering around for 5 minutes just to grab 1 or 3 white items almost certainly isn't worth it in any run. You gotta find a balance between making your gold pay off and progressing to keep up with the timer, because the game only ever gets harder the longer it goes. Unless you grab a sick ass orange item and a badass red the several minutes you spend wandering around looking for shit isn't worth it.
Conversely, if you have an assload of money and you know where one or two chance shrines are you might as well take them. IMO the 2 or 3 or even 4 or 5 items you can grab out of a couple chance shrines is a good investment even if it takes you another 2 or 3 minutes to get to the next area. Unless you're on drizzle, pacing yourself properly is how you survive. Too many group runs end on rainstorm or monsoon because people spend 5 minutes grabbing 2 or 3 chests while the next level is just getting harder. Doing that 2 or 3 times sets you way behind the curve. You're not really getting that much XP, or gold, and you're just wasting time to get a few chests that won't really make a difference if you just get your ass going and onto the next level.
Playing "safe" just sets you up to be dealing with magma worms and clay dunestriders and whatever else 10 minutes early while all you have to show for it is a couple crowbars and some soldier syringes at best.