Nose to the Grindstone

A discussion like this is usually implicitly about how to outperform the market. However, if I can jump outside the investor paradigm for a second, a person can do very well in their investments and still fail to build wealth because they're not controlling their expenses. I would actually rate this as the number one requirement for building wealth, because out-of-control spending has the ability to ruin any other efforts you make. Even very wealthy people can fall victim to this; sports stars and musicians who come into wealth very quickly can also spend it all the way very quickly. There's always a more expensive yacht, one more Lambo. This all might seem obvious, but it happens to enough people that you have to think it's not obvious to everybody.
I have admiration for people who are able to consistently beat the market over long periods of time. I don't have the confidence for that myself, and I don't think there's anything wrong with lacking that confidence, and I lean toward index funds, with only small portions of my money going toward single stocks. By definition, it won't beat the market, but it won't underperform either and it will beat inflation.
It's also important to be willing to question very basic assumptions about what a good investment looks like. It's been all about equities since the 2007/08 financial crisis because interest rates have been near zero. Depending how much interest rates tighten again, bonds can make a comeback.