Depends on your playstyle.

There's 3 classes

Striker- Swords and Guns, least amount of health, you'll die in two or three hits without trinkets, but you have a great amount of mobility.
Recon- Can be good with just about everything, a decent amount of health, plus invisibility.
Guardian- Can be good with everything too, greatest amount of health, and a shield with an aura that heals you and everyone around it slowly.

For striker, you'll probably need penta heart trinkets to survive and improve. Flourish, Divine Avenger, Acheron, Riftlocker, Drivers are pretty good weapons for this kind of class.

For Recon, you can use a variety of things from swords to guns to bombs, but just know that with swords, you'll swing slower. The most important thing with this class is that you have to be tricky with activating your cloak in a non-linear fashion. Divine Avenger, Drivers, and any bombs are pretty good with these guys.

For guardian, you can shield your allies and slowly heal their wounds as they're fending enemies off near a point. Of course, the guardian does specialize pretty well in sword/bomb combo. Final Flourish and Voltaic Tempest is great for this class.