If you haven't done so already, read the wiki page "Damage", to learn the four damage types and how they affect various monsters. This is the single most important rule of Spiral Knights. Ideally, you'd like to carry two (or three) non-normal damage types, and use them on the correct monsters, to optimize your damage output.

Sentenza does shadow damage, so it is most comparable to Umbra Driver and Biohazard, as you plan your loadout. Sentenza is a nice gun: easy to use, pretty fast, good range, decent damage, no weird surprises. It's charge attack is not great, because it locks you in place.

In this game, different weapons can offer you really different play styles. For example, the three shadow guns all play really differently. So try a variety of low-star weapons, to get an idea of what you like. It's not so important to try various armors, as those don't impact your play style as much as weapons do.