It all depends on which lvl you are on. When it comes to every part of the game really. Are you able to fill out the masteries on anyone yet?
Form most parts of the game youll want to go for the offense and support tree. In offense the crit rate and crit damage is usually the way to go no matter what. In support youll in general want the initial AAC ones if your champ is applying debuffs.
The reason even non damage dealers often go down the offense tree is because they will probably be used on clan boss. The warmaster/giant slayer masteries will enable most champs to sustain themselves with life steal gear. Those Masteries are not even close to as effective outside of clan boss. For an arena nuker youll want to go for the flawless execution or helmsmasher. If you are trying to put masteries on a Coldheart or a royal guard that deals damage based of enemy max HP youll want flawless execution for even heavier crits.
Its all a case by case thing. Give us an example and youll get better help. Like which champ and what you want to use him/her for.