I've got almost the best items in the game and I still play routine ~20% of the time (until I reach level 8 or so), threatening ~75%, and the remaining 5% of the time I do perilous is only because friends want me to. Threatening is the best gold/time ratio unless you have a hacker helping out in perilous, and although perilous can be somewhat better xp/time ratio than threatening, you should have very good items and, imo, a minimum of ~50-100 hours under your belt so you don't burden your team by dying all the time. If you really want to get into perilous ASAP, then be the old man in the bikini arcane warrior with one of the cheese builds you can find on forums.
Routine: ~550 gold, 5k xp, usually finished 25-50% faster than threatening (assuming average pug routine team).
Threatening: ~1100 gold, 10k xp, more enemies and enemies deal and take 2-3x more damage than routine, usually finished 25-50% faster than perilous.
Perilous: ~1400 gold (if the guy you are escorting doesn't die in 0.5 seconds), 20k xp, more enemies and enemies deal and take 2-3x more damage than threatening.