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Amp shields, Zer0 has a strong, fast melee. I spend most the time without a shield so those help. His right tree has a skill for doing more damage on enemies with less than 50% health with melee, boost is pretty significant. The second skill on that first line increases melee dmg and health.
Latest Platinum: God Eater 3! PSN: RPGamer13, Twitch: JeannieLuv
Do you prefer melee or guns? Depending on your answer i would suggest focusing on going soley down either his right tree (for melee) or left tree (for guns) and once you have some of his core abilities begin going down his middle tree which is a good supplementary for either ranged or melee.
Generally his best weapons are snipers, shotguns, and pistols (particularly jakobs for their higher damage and critical values). Other good zer0 weapons if you wish to play with guns to be on the lookout for that are relatively easy to get are the infinity pistol, slagga, grog nozzle, lescaux, pimpernel, sandhawk, and unkempt harold to name a few so look those up if you wish and combine them with a shield like the bee, sham, or rough rider once you can farm them to become an effective killing machine.
Good gear for melee builds that are generally easier to find include the law pistol and order shield. The pistol has 100% bonus melee damage and the order is a roid shield (boosts melee damage) that can heal you when you do melee. Other great options that arent too difficult to farm would be a grog nozzle (with a blade) or rubi (with a blade and slagged if you can help it) combined with the love thumper shield. The rubi and grog nozzle boast the best healing properties in the game (and if you slag enemies theyll take bonus damage) and the love thumper is arguably the best roid shield in the game (be careful playing with friends as it has an explosion that can damage allies with each swing). Finally the rapier assault rifle boasts a 200% melee boost and is another great weapon to add to a melee zer0.
As a side note their are plenty of great grenades in the game but make sure you practice throwing your fireworks grenade the game provided and never lose it. It is the only item in the game that scales with your level so its damage will always be good. You just need to learn how to throw it so you do not accidentally kill yourself.
Apologies for the frontload of information but if you follow what i have listed and find the appropriate gear once it becomes available you should be able to go through all 3 difficulties without too much issue. And do not be afraid with experimenting to find what suits you best. Respeccing is available at any point in the game and is pretty cheap so you never have to worry about messing up your character. Have Fun!