Do you want to be a hulking muscleman who breaks weaklings in four? Do you want to casually walk into a hail of gunfire while laughing because it tickles? Do you want to sling around a 50lb chunk of metal as your primary weapon? Do you want to pray you never encounter lunatic psychopaths? Well do I have something for you!
The sledge juggernaut intentionally wears the heaviest possible armor. He has a whopping ZERO move points. He uses various stuns and incapacitations to make enemies sit still and have a nice 95% chance to hit. He then moves up and slaughters them. If he needs to damage at range or if enemies group themselves up nicely, he throws a grenade. He uses corners and doors to bring enemies to him. Nets, caltrops, tasers, bear traps, grenades/flashbangs, dirty kick, pneumatic hammer, sledge stun, and maybe cheap shots incapacitate.
You need to make a choice at the start: 6 agility for sprint, or 6 dex for cheap shots and maybe grenadier. Sprint ignores armor penalty, so it's your only way of ever actually moving up to enemies without using action points. Cheap shots will give you even more crit damage and a nice incapacitation some of the time. Also 6 dex means you can use the powerfist or other metal gloves for 15 AP, which is nice because you'll often have 15 AP left in a round after thick head turns stuns into daze and you make a sledge attack. You'll be using grenades a lot, so grenadier will be very useful as well.
10 strength (and level ups), 10 constitution, 5 intelligence
Sledges: pummel, super slam
Armor: juggernaut, heavyweight
Toughness: conditioning, fast metabolism, thick skull, last stand, improved constitution, bodybuilding
Damage: opportunist, survival instincts, dirty kick, expose weakness, critical power
6 agility: sprint
6 dex: cheap shots, grenadier
"What? Not improved strength?" No, you'll get that from food/adrenaline/other drugs. You're free to take it if you'd like; it won't make a huge difference.
I plan on taking Tempered (Electricity), but it's not vital.
You'll want to max throwing and melee, and you'll want all the crafting skills. I had lockpicking and hacking on my guy, but they aren't vital to the build or anything, so those remaining skill points are up to you. I might suggest mercantile on dominating difficulty.
Gear:
Metal armor, metal boots, helmet; tungsten and solid padding in every available slot (and of course shaded visors in your helmets), with a regen vest (sturdy is okay too). Tungsten sledge with electroshock generator, until you get a certain unique hammer. You could use pig tabis with a tichrome sledge if you want, but you won't be immune to caltrops and your defenses will be a bit lower. Lifting belt. Shield emitter: efficient x2 high frequency. You'll have two utility slots; early on you'll want nets and grenades or a taser (caltrops should be used before combat, not during), later on you'll generally have grenades + flashbangs or taser. You'll want a set of stealth gear for the occasional quest, or for setting up some traps before a big fight, or for taking out one or two sentries at a time without alerting an entire base. In your off-hand, you'll want a glove with a pneumatic hammer (if 6 agility, a reinforced leather glove, if 6 dex a reinforced metal glove or the power fist). After a certain quest, you might want to switch to a different kind of metal armor (and maybe switch out solid padding for galvanic padding) and start using efficient x2 low frequency shields.
Your main food will be mushroom brew, so get a lot of it.
Also, there's a certain enemy type that drops a component that gives high electricity resistance on riot armors and tacvests; when you get one, put it on a galvanic vest; you'll want this against certain enemies. Against groups of lunatics you might want to focus on armors that give more resistance to heat/cold than metal armor. You might want mutated dog leather vs mutants. In the expansion, you'll want other armors as well against certain enemies.
Your mechanical DR/DT will be very high; high enough that small weapons will generally only hurt you on crits, and high enough to tank even sniper crits assuming you weren't wounded much beforehand. You'll have a high healing rate from fast metabolism and tons of HP, with a regen vest that keeps on healing you when wounded. On top of that, you'll also have the parenthetical resistance; 15 from conditioning, 10 from mushroom brew, and 5 from your lifting belt. Aegis and morphine will raise this even further.
I haven't used this character in the expansion yet, so no experience with him on jetskis yet. I wouldn't use the unique hammer on a jetski though, I can tell you that.
The main things to watch out for with this build are EMP's, psi attacks (especially groups of lunatics and goliaths; the dreaded mental subversion + bilocation is a real bitch, you'll want to use bullhead beforehand or get to a spot where only one can hit you at a time. Morphine and/or last stand really help there), and getting surrounded by ranged enemies.