LBG is more of a solo thang, and one I don't feel is as useful now that you get two minions as of 3rd and 3G (and forward into 4, I think?) but some people prefer the feel of them so whatever floats yer boat.
As for guns and skills, it's up to you what you want. I hate deviation (bullets drifting left/right), so that's the first thing I look to eliminate in my choices personally. As for skills, there's good wikia articles on gunner skills, stuff like shot damage up, auto-reload, faster reloads, etc. Pretty much anything you can think to correct or improve, you can skill for.
For online gunning, I also like to have a gun that supports good rounds with siege mode/crouch fire, which I think was added in 3rd, because reloadin is for suckas and 20 rounds of piercing is fun.
Make sure to look up the finer points of your ammo as well, if you're new to gunning, there's always a few discrepancies hidden in there for values and mechanics and whatnot. Also always pack your support shots if you're going online. Melee will blow you kisses when you paralyze things.