Heavy gun focus. Min/Maxed for DPS.
Use whatever your guns are your favorite. Obviously, the bigger the mag, the more the ammo regen gives back. However, you can use any weapons you want. That is the point of Borderlands after all, the tons of magnificent guns!
Use a Transformer shield if you have it. This also turns any weapon with splash damage and shock element into an emergency charger for your shield. If you don't have one, use your shield with the highest capacity. (Do not use shields that project. They remove the shield from your body and you only have 1hp)
Use a Bloodletter Class mod. Get as many points into Desperate Measures as you can. If you dont have a Bloodletter, get as many points into Thin Red Line and Desperate Measures as you can.
Use a Deathless relic. Itll double your shields that you've been increasing with your skills.
Use whatever Iron Bear setup you want. It's mostly there to heal your shields to full when things get scary.