I hope I wasn't too long but
Wintershield is what I would consider the 'essential' one.
Spare the Rod, Deadly Lunger, Vampire's Embrace,
Overkill,
Blood to Salt,
Brittle-Skinned, Executioner, Burning Halo are all very helpful (I've bold what was my 'final' end of game set-up; both Blood to Salt and Wintershield are highlighted since the latter is situational). Others may have other recommendations but if you get two of them, or the bolded ones, I'd probably stick with it.
EDIT: Also, I've just seen that you can allegedly get infinite gear after the Hall of Heroes before you ride the gondola. Supposedly if you collect the gear in the toy shop, return to the Hall of Heroes' lobby and go back to the toy shop it resets but I can't speak to the validity of this. I'll look for a video.
EDIT: What? It actually works? Unless there's some editting going on or something. Can anybody confirm this
http://www.youtube.com/watch?v=bNS3x2DaQB8?