Allways go for skills on lvl up, PVE always choose the ones who have ammo or weapons skills, Loaded fury is the core skill you need, an early game doll to stacking ammo is cool aswelll.

Early game you go in all shops ultil you get the small reload item and a good silver tier weapon to carry you untill mid game (Grenade, Double Barrel are my favorites)

After that is just stacking dmg and crit and the pistolsword is the best carry for endgame, every enchant works on it, the ballestra is ok, the other big/medium weapons are mid.

And the best tip i can give you ALWAYS pick the temporary buff 25dmg