If I were you, I'd get the Nightblade, not Sealed Sword or bomb. All the different weapon types do different things - a bomb is for crowd control, not damage, and there are no viable Shadow bomb DPS lines. Also, S. Nightblade > Faust for DPS and charge, and is cheaper and easier to get the recipes for.

Ideally, you'd want an elemental gun, and all three damage types of swords (you are a sworder, yes?):
-Assuming you get to a high enough income to sustain a monthly weapon slot, you'd have three weapon slots - two different damage type swords for good DPS against 4/6 of the enemies, and neutral for the other 2 types, plus an extra slot for a gun;
-Elemental gun for turrets (a swordie's worst nightmare) because all turrets are weak/neutral to Elemental, as opposed to all neutral to Normal damage. You will need a gun for switches.

Since you appear to be primarily a swordie, I'd recommend the Wolver lines, plus either:
1. A damage-resistant shield for every damage type (Defender, Skelly, Owlite)
2. An offensive shield (the Bristling Buckler and upgrades, or even the Swifty if you are very good at dodging)
3. A shield for all purposes (Plate, even maybe Drake Scale with Normal (and maybe Shadow) defence UVs).
Out of these, for price purposes, I'd recommend Plate. If you send me a message in-game, I'll make you one.

If you want to experiment with weapons, that's good, but experiment only with the 2* variants, because, when vendored, you will gain a slight profit, not a slight loss. If you experiment enough, you will find a weapon which fits your style, and stick to it. For simplicity, I'd say the 3-stroke swords are the easiest to master, given that they are most like the Proto sets.

EDIT: Just got ninja'd by Darkbrady. Sorry.

...the Dark Retriwhatsit bombs were an extremely viable damage output series before the nerf, too much so. They're still usable right now, just not as good (although they all require forking out for the expansion). As for the shards, I have heard mixed feedback; some people find them fun to play with, although they admit that it takes some work to use, and then there are the others who say that they are a pain in the butt. They are best used in a pure bomb loadout with maxed-out CTR and damage. You may want a Graviton Vortex, which is fun to play with and sets up your enemies for a Combuster charge's worth of fiery pain.

Faust is not really the best first choice of shadow weapon unless you really love t3 PvP. The charge is a double-edged sword, not to mention that when it gets upgraded to Gran Faust it is pig slow like you wouldn't believe. You're also going to end up shield cancelling a lot for safety due to the slowness of the sword, hence losing out on the curse on the second hit. It shares many traits with its brother the Divine Avenger; both swords have the same speed (that bar lies), knockback/attack cancelling abilities (on neutral enemies), and non-HoH recipes, which may mean you have to pay a considerable markup in AH. In addition, both have the bug that causes the projectile(s) generated on the charge to mysteriously vanish if you're in LD, or have your back to a wall. (They're supposed to go flying, sending flying sword lasers of DOOOOM everywhere.)

I would generally recommend Acheron over Gran Faust for PvE purposes. It is easier to get used to, being a medium-speed sword, and although its normal hits have a smaller area and less knockback, the Acheron's charge more than makes up for this. The charge is also much faster to use, not to mention not bugged. The recipes for it are also much more readily available, and it is much easier (and cheaper) to get good UVs, since Brandishes are ragecraftable on a mist tank.

You may also wish to look into shadow-damage guns; there are three options unless my brain is derping again. These are the Biohazard, Sentenza and Umbra Driver lines.
The Biohazard has slow bullets and a charge that doesn't damage but can be blown up by regular shots, and all shots can also poison; it is fun, but doesn't have a very good DPS.
Sentenza has fast bullets, a clip of 6, and has an excellent DPS if you're willing to keep mashing the attack button. Its charge is epic when combined with a Vortex bomb, with 6 shots and a massive flying owgle which pushes back enemies and can hit them multiple times. However, please note that you're locked in place whilst firing the charge attack, and each single shot does fairly low damage, so expect to have sore trigger fingers by the end.
As for Umbra... it OHKOs stuff. This is the heavy damage gun; its charge ricochets, making it useful for clearing out packed mobs. In addition, it's possible to get the ricochets to happen inside the enemy for massive damage. Unfortunately, it's also possible to trigger switches or set off explosive blocks, thus blowing/trapping yourself/your allies. Don't take this into Ironclaw Munitions Factory, we beg of you.

Also, if you're weapon specialising, I would recommend you skip the Cobalt entirely and go for the appropriate weapon-bonus armour. (If you're hybrid, please note that wearing Wolver Cap and Gunslinger Sash makes you look ridiculous.)