Fire tends to be a common status in the endgame and piercing damage monsters typically don't show up as much. I would suggest going with Shade or Sentinel. Since you plan on using this for general use I would avoid the sets with single family damage buff and just go for the sets that offer a slightly lower but family universal buff......

You might find the gunner section of my detailed armor guide helpful.

I recommend the versions that give +1 damage against all enemies, rather than the versions that give +2 damage against one enemy. So that means Pathfinder, Shade, or Sentinel. Choose among those three based on whether you want piercing, elemental, or shadow protection.

For statuses I agree that shock is highly annoying and fire is common. Freeze can also be nasty. The only wrong answer is poison (Snakebite), unless you're building a poison-specialized set or something like that.

Also, this thread would be more appropriate in the Arsenal forum. So consider moving it there (by editing the original post and choosing that forum from the drop-down menu).

Actually the Snakebite Sentinel set could be useful. It is important to note that there aren't any Normal/Elemental combo sets that offer that status resist and with speculations about Herex (AKA the "whispering venom") I believe this set could prove useful in the future.