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There is more important question than these. How do you like to play? Aggresive? Defensive? How?

Beacuse there is better ship for each kind of gameplay...It even depends on the points you are...
The mass ship is Guardian - it is fast and strong. But the defensive players are playing for big points and they build mostly transport ships and recycling ships....They switch to ships for battle later in the game...So it is realy up to you...

It is good to spent resources only to upgrade ships that you will use most...not all of them, to have good ratio points/player power

which univ do you play in?

you need more guidance than I can say in one-two posts.
So, in game there is a help page in which you can find game guides, which can halp you with your day-to-day problems. You can read the treads in the forum to see different problems that players have met.
Also you may wish to join english speaking alliance and ask them to help you building your play in the way you wish...

The destroyer is the most powerful and has more structure from every one for one number.But the fastest and most balanced ship is guardian(cruiser), even its small structure

You have already answered your question - you are a Terteth. Your play is supposed to be defensive. Your tactics should include magathons and later destroyers. You can mix them with battleships for faster production or rely on the Stock to buy ships in tmes of need.

This might be a silly question but what is the advantage exactly of building megatons once you have researched up to destroyers? They are slightly faster, with a little bit higher power to capacity ratio, and with the same power to structure ratio as destroyers. I don't know the resource costs off the top of my head though. Are they more cost effective (more damage per resource spent) than destroyers?