Dread Venom: Good weapon, generally considered superior to the Hunting Blade line since it's more effective against everything but beasts (poisoned enemies have less defense) Tier 3, though, is a different beast, and the cutter line in general isn't as highly thought of. In the end, it will depend on play style and personal preferences more than anything, and if you're enjoying it, keep it up.

Armor/Helmet: I personally think NOT having a set is better, as it prevents you from missing out completely on two different defenses. Otherwise, again, preference is key. I use Vog/Fallen, personally, but I'm a sucker for IAS and not many enemies do piercing damage. Of course, spikes are hell, but such is life, and gives me more reason to stop being silly and step on the darn things.

Shield: Skelly isn't bad necessarily, but having a shield with either high health (Omega Tortoise) or elemental defense (Owlite series, others) is often nice since the majority of enemies do either normal and/or elemental damage. You'll probably still do fine, but just be aware that enemies in the later parts of the game start doing more varied damage types, and broken shields are baaaad.

Gun: I've got no comment. I personally prefer alchemers, but I use my gun solely as a back-up against constructs, and otherwise use swords.

I should mention, though, that you will likely end up wanting more weapon slots, and can start branching your inventory when you do so. That can have a much larger affect on what weapons you use; for example I run 3 swords, one of each damage type, and an elemental gun for constructs. Others run three guns with a normal damage sword for general use. Etc.