Dragon Scale Shield is pants in most situations. Almost all enemies will deal some degree of normal damage, unless they're firing projectiles at you in t3. Grey Owlite will generally do a better job, since it has normal and elemental defence. It also has shock resistance instead of poison; the former is generally considered a more dangerous status. Of those two, I would pick GOwlite. You might also wish to consider getting a Barbarous Thorn Shield if you find yourself using swords often - it doesn't have status resistances, but it has a sword damge bonus against all monsters, which is well worth getting.

Dragon Scale Helm and Valkyrie Mail isn't a wonderful choice. It gives you mediocre defence against all four damage types, double max poison resist, max curse resist, as well as a med damage bonus vs. fiends and beasts. Curse is an uncommon status, showing up rarely in regular play (Graveyards, the occasional CSK level, the Black Kat event and UFSC), and can be avoided completely by having extra weapon slots. Poison won't damage your character directly or impede their movement - although it decreases damage and defence, it isn't really a good status resistance to pick for a first set. You don't have any overall fire, freeze or shock resistance, thanks to Valkyrie's penalty - all of which are considered to be dangerous statuses - and whilst the fiend damage bonus is nice, the beast bonus isn't quite so great, since those enemies are fairly easy to deal with.

Divine Veil and Skolver Coat generally works out as a better combination. It still gives mediocre defence against all four damage types, but instead of double max poison resist and max curse resist, you get max of each of fire, shock, freeze and curse resist. On top of that, there's the med fiend damage bonus, and a med sword bonus as well. An alternative if you're more gun orientated would be to use a Justifier Jacket, which gives a med ASI bonus to guns and max stun resist instead of freeze. (I don't know why you say you don't use swords much when you mention you're planning to get two different ones.)

I have no idea why you don't like alchemers, but Biohazard and Neutralizer make reasonable choices for a gun - they also happen to be very fun to play with, although their bullets are slow. I'd go with a shadow gun rather than a piercing gun first, if only because the piercing gun will have more issues with turrets. Polaris and Supernova have slow bullets but are also decent for dealing with turrets - they're not party friendly guns, though, due to the obnoxious screenflash, knockback and careless users flinging monsters around. Sentenza is an easy-to-use gunning option that is party friendly, although its damage per bullet is quite low, meaning you'll need to keep up a steady rate of fire with it.

Combuster, Barbarous Thorn Blade and Biohazard/Sentenza seems a fairly solid weapon loadout, giving you different damage types for dealing with all enemies. If you'll be farming RJP a lot, though, you might want to get a Nightblade before the Biohazard or Sentenza, since both of these latter are boss rewards that only come from RJP or the later boss level, IMF.

...actually, I did. It was the first thing I mentioned >.>;
Omega Shell isn't so bad, and is definitely a better choice than Dragon Scale, but it performs poorly against status resistances. Thinslayer did do some research quite recently on it, for that matter.

I suspect the 'ghost things' you're talking about are actually Kats.
They don't really dodge per se; their movement is more a kind of dash, which is a bit easier to predict. A Shock or Freeze-inflicting weapon will do a great job of holding them in place so you can pick them off more easily - I like to use a Storm Driver for this, and a Hail Driver will also make a good choice. (A Voltaic Tempest, Stagger Storm or Shivermist Buster is an even better option at immobilising them, but haze bombs aren't to everyone's taste.)

The problem might be due to the fact you're using Auto-Aim. Do you have crosshairs coming up when you point towards an enemy? If so, it means it's currently switched on - Auto-Aim will adjust your aim towards whatever enemy is targeted at the moment, even if they're moving fast and will no longer be in that position when the bullet gets there. It can also stop you from hitting a particular enemy, say, a Silkwing hiding behind a Lumber. It's generally best to switch it off by default, and aim slightly ahead of a Kat if it starts to dash. They generally dash at a constant speed before stopping, which may make things easier for you.

Most players prefer to pick an elemental gun as their first gun. If you're using shorter ranged weapons such as swords or bombs, you're going to want to take out turrets as quickly as possible, and elemental damage is strong against two out of three turret types (Gun Puppies - constructs, and Howlitzers - undead) . The third (Polyps - slimes) is neutral to elemental damage. So you can take down turrets faster with an elemental gun.
(In contrast, a normal gun will only do neutral damage to all three families, and a shadow gun will deal strong, neutral and resistant damage to Polyps, Gun Puppies and Howlitzers respectively. A piercing gun will do neutral damage to Howlitzers only, and resistant damage against the other two.)

The Valiance is an okay option. Although its damage isn't stellar and won't finish off enemies quickly, it's easy to use and will help keep enemies out of your face. Since you say you're using your gun to 'thin out enemies', though, you may want to take a specialised damage gun.

Ironically enough, the assorted alchemers are some of the best guns at dealing with larger crowds of enemies. It isn't immediately evident, but the 3* through to 5* versions all have a ricochet ability. This means the bullets can bounce off one enemy and hit another, which works well in large clusters of enemies. At 3* each bullet can bounce once, at 4* they can (potentially) bounce twice, and at 5* they reliably bounce twice. The charge also splits into 2, going up to 4 bullets at 5* - each of which has the ability to bounce again. So although they don't look all that great as their 2* versions, the alchemers get a lot better further down the line.

(I would like to point out that the 4* version of the Firotech - the Firo Driver - has a bugged status, and its fire is nowhere near as strong as it should be, for some reason. The 5* works normally. Just before you upgrade and wonder what happened to it.)

double post derp