Originally, I was going to wait until the Gunner Update came around, but since it's been delayed I'm thinking of starting to get a few...
I know the whole rule of piercing, shadow, elemental, and such, since it goes for all weapons...
But which ones should I craft up to before the big update.... Or should I wait?
The only 5* gun I have currently is a Neutralizer (I'm one for explosives :3)
I'm also working on a Strike Needle/Blitz as well
I'm more of a Swordie, which takes up most of my Arsenal, then the close second is bombs.
Do you want a gun as a sidearm to your swords? Try the "Mixing weapon types" section of my sword guide. It discusses the elemental guns mainly. But Blitz Needle is the most popular choice for Vanaduke, Legion of Almire, etc.
From your acknowledgment of "piercing, elemental, shadow", perhaps you are planning a pure gunner load out? I'd go with Storm Driver (or Nova), Umbra Driver, and Blitz Needle (or maybe Callahan for fun). But you should try a variety of gun styles, to find the mix of damage output, ease of use, and novelty that you enjoy.
Maybe you could ask a more specific question.