There are several players who specialize in gunning and bombing that may be able to answer you better; I am a jack of all trades and my opinions will be as thus. I possess 5 guns, 4 bombs, and 10 swords (all 5 star) so I hope my opinions will have some credibility.
There is only one gun that is viable as an any situation weapon, and that is the blaster series. The 5* version (Valiance) does decent damage, provides good mobility and has knock back. The Autogun series will do as it's name suggests but you will be immobilized during the firing process. Big single shot guns are something along the Magnus and Alchemer series. A good DPS gun that combines high rate of fire and high mobility is the Antigua line; however this weapon is split damage and is not that useful in many situations.
However, most of the effectiveness stems from the damage type your weapon is, and the damage type the enemy is weak against. As most enemies you will encounter are elemental, I strongly suggest you start with either a Cryo or Voltech alchemer series. These balance mobility with decent elemental damage, as well as status effects (freeze and shock). Please be aware that, no matter what you choose, guns will always be inferior in damage output to swords. They are made for kiting and staying safe. Also note that at low levels all equipment will seem underpowered.
Bombs are a pain to use unless you are in specialized bombing gear that reduces charge time. By far the most useful and expectantly widely used bomb is the Haze series. These bombs release a cloud of status inducing mist. The most popular of the Haze are the Fiery and Freezing vaporizer lines, and they inflict status as their name suggests. Fire is excellent for AoE DPS, and Freeze is excellent for crowd control. Please note that, at a low level, bombs have a very small radius that drastically grows to a humongous radius as you progress in star levels. Please also be aware that Haze bombs do little damage and are primarily for support, as most bombs are.
There is no way to build a character to be ready for any situation; rather you must expand your arsenal to be prepared for any stratum. For example, I have a set of weapons to deal elemental/shadow/piercing/status and armor to defend against all those as well, and I swap them according to the gate I am running. Feel free to send me a tell (command /tell) in game if you have further questions. In game name is Aeolian.
well in short, the gun's only interest is the ability to kill from long range, you can snipe 1 troublesome mob for your party ( like the healers ) while with the sword you have to charge in or be patient lol
for the bomb, you get huge amount of damage only if you can hit many mobs at the same time, or you can blast them away to keep allies safe ( blast bomb ).
that's about all for the advantages of guns and bombs over the swords, but with 1 to 3 ennemies at the same time, usually you are still better off with a sword ( still have to know how to use it though :p )