*This guide mostly appeals to swordmasters, sorry :<.
*Awesomeness and skill is not about the gear, but rather how good you are with those hands. This guide is just so you don't end up with some lame gear like a Leviathan Blade, or forced to use FoV.
*You can make some changes as well, of course.

The beginning:
After escaping rescue camp and journeying into Haven, keep doing missions for now.

*To pass mission "Time to get Crafty" you must craft Frost Gun AND Hot Edge.

Don't get too used to those weapons though, as they're junk later on. When you reach mission 3-2 Blades of the Fallen, use the money you have saved up to get MOST of these items. If you can get all of them, great! If not, try to get what you think is important, and then get the rest later:

Wolver Cap-Provides mediocre defense, but provides an extremely good sword bonus
Wolver Coat-Same as above
Flourish-Fast sword, excellent damage, doesn't have normal damage (it doesn't, right?), excels against beasts and fiends
Brandish-Great all-around sword, speed is between fast and mediocre, deals normal damage (for now )
Voltech Alchemer-Excellent charge for later on, great attack, excels against the common beginning Constructs and later Undead.

All the gear above, especially against Blades of the Fallen and Shadow of the Beast.
Now if you have at least 3 or 4 of the gear above finish Blades of the Fallen and Shadow of the Beast ( To defeat the Trojans in the Blades of the Fallen, you must attack behind them l, and to defeat the Snarbolax, ring the bell when it comes close ). Use the Flourish against the Wolvers and Voltech Alchemer or Brandish against turrets.

*It's very important to know how to use your shield, and know when to combo your sword at this point. If you can also learn the compatible typing, like Piercing damage does most to Beasts, awesome.

Of course, I'll continue the guide when I get the chance, but I need a break. I most certainly enjoy feedback from players, as I am new to this explaining guide thing. See you in the Clockworks!