If you’re playing aggressively, Cyber Commando and early Dreadnought are your friends; if you’re just starting out, I’d recommend you max out Aux Tanks and Energize, then go Cyber Commando.
Hunter-Killer is more about hanging back and providing supporting fire while Wolf does the work. There’s some great skills in here, but if you want to do the damage yourself I’d just take Afterburners, Suppression & Laser Guided, then go back to the other trees.
For weapons other than Shotguns, you can make most anything work on your first playthrough, but here’s some to look for:
-For Pistols, Vladov Anarchist all the way. Crazy damage output, and if you ADS it stays on-target fairly well.
-For SMGs, it’ll depend how you play; Dahl SMGs are easy to keep on someone’s head if you’re aiming down sights a lot, otherwise Hyperion or some blue- or purple-rarity Scav SMG will do great.
-Lasers are always great on Wilhelm. Anything without a Railgun barrel should work wonders for you, especially if it’s a Maliwan.
Hope this helps!