I guess I'll start this out with going over a few guidelines, and other people can add stuff or correct me as they like
like archers, a gunslinger's most important stat is dex. Secondary stats depend on what type of gun you prefer to use
Revolvers: This is one of the most popular types of guns for slingers. they have a good ASPD, though they suffer a penalty to HIT. Builds that utilize revolvers usually like to mob with Desperado, and have a mix of dex & agi. One of the best guns you can get among Revolvers is the Western Outlaw, though the Garrison is a respectable revolver as well.
Gatling Guns: These aren't as popular as revolvers (though revolver skills are a prerequesite to gatling gun skills). However, with the skills Gatling Fever and Madness Canceller, you can reach beastly attack speeds that can hit-lock targets. Again, Dex and Agi are your friends. The best Gatling Gun out there by far is the Butcher.
Rifles: I don't see a lot of rifle-based slingers, but from what I've read, their specialty lies in critical hits. If you choose rifles, look into dex, and maybe a mix of luk & agi. Lever Action Rifle and Long Barrel seem promising.
Shotguns: My personal favorite.
They have a slow ASPD, but the damage you can do with skills like Full Buster is outstanding. They also have a natural splash damage, and combined with Spread Attack, you've got a mobbing weapon that doesn't require you to be right in the middle of the crowd. Dex remains crucial, vit gives you some survivability, and you should probably take a little int to make up for the gunslinger's small sp pool. for weapon choices, Black Rose is pretty much the standard, but if you can find one, a Gate Keeper is likely the best among shotguns. If you absolutely MUST get high agi in your build, consider a Thunder-P.
Oh, and this is probably a good time to mention: There's been a rash of scammers trying to swindle poor gunslingers by selling +6 Black Rose at a price of near 1,000,000z. Let's get a few things straight here: Black Rose is a lvl 2 weapon, which means it uses emveretacon to upgrade, and that +6 is NOT overupgraded for it. +6 is the safe limit. Second, you can buy Black Rose from a vender in einbroch for only 32,000z. Add in 6000z for 6 emveretacons (you can buy them from an NPC), and 1200z for 6 upgrade attempts (200z per upgrade), and
you can make yourself a +6 Black Rose for less than 40,000z!!!! I don't know where these scamming noobs are getting their numbers, but don't fall for 'em!
Grenade Launcher: The Big Boys. Not a lot of skills strictly meant for launchers, but the coin skill Triple Action can let you deal some big damage with these. Also, unlike the other guns, Launchers use elemental spheres. The skill Ground Drift can also let you bury these spheres like land mines (furthermore, you can stack the spheres). There are two Grenade Launchers out there: The Inferno, which is pure attack power, and the Destroyer, which while not as powerful, can break an enemy's armor.
Well, that's pretty much all I can tell you, hope it's of some help!
