I think that its almost impossible to socialize a puppy to every single thing they're going to encounter as an adult dog, BUT if you have a lifestyle involving hunting, or being in crowds of people then you should for sure focus on that.
I think that if a dog is going to be a hunting dog, then socializing to guns and water fowl is an excellent idea. Same if a dog is going to be a herder, you'd want to socialize around live stock.
Other then that, I think just getting the puppy to experience new things as a young one gets them used to seeing things that are unfamiliar so that as an adult, they're like, "Oh, ok that's weird. Huh." and move on. If that makes sense...
When I got my first Cardi, the most important thing I did was get her to a class that taught her how to bounce back from her fear. We played the "what is it?" game and we still use it to this day though she's a three year old.