My personal opinion, as an all-rounder,
2x2: low 2 is good enough. imo all u need is EG-1 and CLL and get good with one looking and sub 2 should be easy
3x3: i think you can improve to somewhere like sub 8, this would have a domino effect on all of the other events that depend on this to some extent (like NxNs and OH)
4-7, you can definitely improve. its just a matter of doing more solves and thereby improving the lookahead and TPS required at each stage. i would say shoot for the times that most would consider decent, sub 30 for 4, sub 1 for 5, sub 2 for 6, and sub 3 for 7. maybe for now you can work on the step above those if they seem intimidating, like sub 40 for 4, sub 1:20 for 5, sub 3 for 6, and sub 4 for 7. this shouldnt take too much time, especially as they all influence each other to some extent and getting good at 6 means ur getting naturally good at 7 as well.
3x3 bld: it's definitely worth transitioning to 3-style eventually if u wanna be good at this event. i would recommend going in head first, switch to UF and UFR buffers if you dont use them already ,and then grind the algs. most of them are intuitive, so its not nearly as bad as learning 818 algs straight up.
3x3 oh: i think this is good enough as is, getting better at 3x3 will naturally improve this.
clock: idk what method u use, but i learned 7-simul like a couple weeks ago and i average around what u avg in just 400 solves. if u do also want to get good (like sub 4) at this eventually, i would highly recommend switching to the meta everyone is on now, which is 7 simul or 7 simul flip. tommy cherry's tutorial is all you need.
megaminx: you can certainly improve this, just get a decent mega, like a dayan pro or yuhu v2 and just grind. u can get sub 1:10 within a couple of weeks i would say.
pyraminx: u can grind l4e and get sub 4 pretty soon. i still haven't done this yet, as i also avg like low 5.
skewb: i think get used to all of the cases in sarah's advanced, ie knowing where to execute the hedges and sledges from, and u can get low 4 without too much effort
square-1: imo you're good enough already, i would say get to learning CSP when u want to take the next step to be sub 10. i still havent learned CSP either, so its something ill keep in mind as well.
for the other events you havent done, like big bld and FMC, i would say once u learn 3-style for 3bld, u can transfer the skills pretty neatly to the other bld events, and for FMC, when u decide u wanna get good, sit down and learn how to use DR and HTR in ur solves, and u will be averaging sub 25 pretty soon.