I wonder, when Serbian politicians would really put the well-being of Serbians first, what the best move would be

They'll never ever put the well-being of the citizens first. They care exclusively about power and wealth.

But if they theoretically put our well-being first, then the most logical step in my opinion would be the rule of law, then figuring out the economical problems and also decentralization. that's it basically. it's not that hard and it wouldn't even take much time.

But, as I said, we will NEVER have a normal, non-corrupt government. NEVER. Even if such an option arose, the people wouldn't vote it into power as they obviously like strongman dictators(leftovers of commie mentality). Also, the intelligence agency wouldn't allow such an option to exist politically. Have you read 1984? Back in the day we used to have a literal Thoughtpol(or was it Thinkpol? I'm not sure) and the remnants of that agency still effectively rule this country. It's similar to the former KGB in the post-Soviet republics.

So, to finally answer your question, no political move can improve our lives for the long-term, we can talk as much as we want about law and order, but we're somehow always stuck with a circle of people who aren't much exposed but are effectively the masters of life and death in Serbia.