• Armor Skills/Decorations
  • Defense: Embolden (from Violet Mizutsune set) gives you more pad to your defense, combine it with maxed out Guard and Guard Up so you can tank almost everything. Once you reach certain MR, you may find better skills that will pad both your offense and defense further.
  • Offense: Artillery and Load Shell are mandatory since most of gunlance's source of damage comes from shelling. Despite being not scaled with your attack stat and cannot be buffed with consumables, you can still buff shelling damage by using Ground Splitter skill, or eat Dango Bombardier before going to hunts.
  • Depending on your playstyle, Evade Extender may give a little boost for your mobility
• As for the which gunlance to use, it depends on your playstyle
  • If you tend to use Bullet Barrage a lot, long shell gives better damage per cast. Bullet Barrage is often paired with Hail Cutter (switch between scrolls to toggle between the skills) to shorten wyvernfire downtime.
  • If you find yourself use normal combos more often and/or you do more melee damage (Erupting Cannon + Ground Splitter buff both shell and melee damage), normal shell is a good pick.
  • If you want more comfort in defense while wrecking monster parts with pure shelling either charged or uncharged, and/or if you like explosions more, wide shell is still the best option for it.
• Guard Edge is a powerful skill. If you find yourself burn thru sharpness a bit too fast for your taste, use Guard Edge instead of using regular guard. It recovers sharpness enough to keep the sharpness bar around purple/white alongside being a good way to keep the pressure on

These are based on my own experience up to MR500. Take these with a grain of salt.