First of all, assign a hotkey for the Shop. You'll save plenty of time during a fight.
To make your shopping more comfortable, adjust your shopwindow. Click on the red pencil in the upper left which is highlighted on the screenshot below. You will be able to add and remove items.
Settings are unique for each hero.
It would be better if you do this playing lobby with bots.
Well, now you can create your own itembuild for each hero. Good luck!