Really just experiment and figure out what's good. I will list what I found good during my playthrough. Legendaries will currently not be mentioned on this list but this will probably change once I get an idea of when you get certain legendaries.
This list is always growing. Feel free to leave recommendations in my discord linked to my profile!
GUNS:
While guns aren't the focus here, we don't have full uptime on our Action Skill nor Ordnance. As well as not being able to use those in our Fight For Your Life. So guns are very important still.
Torgue Shotgun - Stickies on a torgue shotgun are always insane in every game and this is no different. Insane single target damage for those badasses and bosses
Vladof SMG - Any vladof SMG with the Zip Rockets will do amazing. This carried me on guns my whole playthrough. Use this with mobbing or bossing and it will work. Also was great for me for Fight For Your Life. I have been told Taser underbarrel is also really nice
Jakobs Shotgun - amazing high damage for mobbing with the jakobs ricochet effect.
Jakobs Sniper - Great single target because of the high base damage. The ricochet effect means it will work great for mobbing as well.
Ordnance:
Jakobs Grenade - WOW NO SURPRISE HERE! The Throwing Knife is very strong but also very fun. I'd be using it even if it wasn't super cracked. Really high single target damage which is great for bossing. Be a look out for the parts Amp Payload and Penetrator are ideal parts for the damage boost to EVERYTHING and Auto-Crits. Bouncing Blade is a personal favorite of mine for mobbing which replaces Penetrator. MIRV or Divider parts are also really good for mobbing. The 3rd part doesn't matter as much but I like cooldown.
Maliwan Heavy Weapon - Super High Base Damage for amazing bossing. MIRV and Divider are really good and MIRV helps be able to use it for mobbing.
Repkit:
Get Action Skill Cooldown rate as a part. Getting a 2nd part with 2 charges is also great. This helps deal with 
Scourge's long cooldown.
Enhancement:
Use whatever boosts your guns. For 
Vladof AR I liked the one that gave Underbarrel cooldown.
Class Mod:
Mess around with different class mods. 
Tail of the Comet on a class mod will be great. I usually just picked a class mod for skills if I needed survivability or damage. Tail of the Comet class mod is obviously damage. I also enjoy 
Endless Bombardment on a class mod. That class mod can also roll points in 
Ballistic Bulwark which is amazing for survivability. I saw a class mod with 
The Thrill which I am sure is nuts at 6/3. Finally 
Armor of Contempt is available on a class mod and really strong while Scourge is active and doing damage. Not as good as Ballistic Bulwark but it did the job for me when I needed it to.
Shield:
Literally just use whatever. There is no right answer at the moment. Just look for stuff that helps survivability or damage depending on what you need.
Amon
Scourge
Eternal Winter is also an insane skill to have a long last action skill. You can kill bosses and minibosses with 1 Scourge. You will use guns on the side during cooldowns. The lack of formula for guns means that going Ordnance is just the way to go. This was done on HARD difficulty so my experience and gear viability may be slightly different than others. 
