I see many "Help me!" threads floating around. Most of these builds look unoptimized, or even directionless; they look like wannabe Jacks of All Trades. Jacks of All Trades are harder to play.
I suggest your starting character be an Assault Rifle/Heavy Armor/Crafting build.
>Pros:
-Almost invulnerable at endgame!
-Good damage output vs both multiple targets and single targets!
-Sees very large amount of content in game (due to high Perception, Hacking, Lockpicking)
-Crafted gear is super OP late game
>Cons:
-You never go first unless you manually initiate combat!
-Slow as f***!
-Not a Stealth build!
-Doesn't scale into super OP damage output like optimized Glass builds do.
-Lots of time spent on grinding and repeatedly visiting shops to sell loot & look for superior components!
***Minor Spoilers***
You dump AGI and DEX, spec into 7 STR. Pump INT to 7 so you can take the crafting feats. Start with at least 7CON & 7 PER; IIRC, about 12 Perception combined with boosts allow you to find practically all the secrets in the game; now you have 1 point remaining to do what you wish with; more CON, PER, are decent choices.
It might be tempting to dump WIL but most n00bs will have serious problems in many parts of the game without a decent Resolve score.
Do not take the Psionic pill. It will reduce max HP by 25%! Not worth it for noobs who are not building pure Psi!
On level ups, you will aim for 8 STR maximum, (for Super Steel Metal Armor). If aiming for Thick Skull, get to 10 CON; or 7 WILL if aiming for Stoicism. Dump the rest into Perception. Higher Perception is very powerful!
Skills: Prioritize Guns (duh), Mechanical, then Tailoring, Electronics, Hacking & Lockpicking. If you like different carrier vests, take a few points in Biology (if Regen vest) or Chemistry (if Bio vest) mid-game. Hacking and Lockpicking should not exceed ~120 since advanced haxors and lockpicks can take care of almost all the locks from that level. Pump excess points into whatever else you desire.
Combat Feats: Suppressive Fire, Opportunist, Full Auto, Expertise, Commando are absolute MUST HAVE. Your DPS will suck without them. I very strongly recommend taking Juggernaut, Conditioning, Concentrated Fire. Also of use (but somewhat less powerful/synergistic in this build than the previous three) is Doctor, Fast Metabolism, possibly Stoicism & Thick Skull... but remember, you have to take Crafting feats too!
Crafting Feats: Armor Sloping, Gun Nut. Consider taking Ballistics & Power Management; but I would rather have Doctor + Fast Metabolism. Ballistics is super powerful early game if you miraculously find decent armor pieces, but somewhat falls off late game. Power Management is very powerful on Shield Emitters, but that's basically the only set of active electronics you are using in this build.
Other Feats: Snooping is very strong for discovery, but otherwise useless. Recommended for a first-play-through.
During the beginning of the game you save up and buy a tactical vest. As you progress into the game you should consider crafting assault rifles (either at or after Junkyard). You should be able to loot a shield emitter & decent riot gear in/at end of the Junkyard. IMHO, do not spend money on crafting metal armor until you have cleared the Foundry.
In combat, you want to position yourself out of range of melee opponents if possible (so they will have to spend 1 turn just moving) and then you mow them down like rows of corn using assault rifle bursts. Use Adren when fighting a large battle, so that you can burst repeatedly in a single turn. Before you get a very high Guns skill, you will probably need single-shot against targets farther away, but once you reach end game you can just burst everything away.
Consider making specialized ammo; sometimes, standard armor piercing is not available and the opponent resists conventional munitions.
Your mid-end game (post Foundry) objective is to gather the following quality materials:
~120 Q: Assault Rifle frame, high frequency modulator (x2), plasma core, high efficiency converter, Insulated Padding, Galvanic Padding, Carrier vest
and
~160Q: Super Steel Plates (4+)
It is difficult to get 4 quality ~160 Super Steel plates. Each super steel plate costs 3000 charons, and you can have the Foundry guy craft 3 plates in an hour. In my experience, 1 in 3 plates is 140+ quality; 36,000+ Charons exceed most player's total income in the game, so spend wisely and save nonstop.
Craft a quality ~120 assault rifle, preferably Hornet, using Rapid Reloader (-20% AP Cost) and Barrel Compensator (+15% burst precision). Combined with Adren + Commando, you can easily burst 3 times in 1 turn!
Once you've done so, use a ~120 quality carrier vest and 4 high quality super steel plates to make an Metal Armor (Insulated vest is easy to get and can often be found in high quality towards end game, Bio Vest is one of the few ways to resist Bio, Regen Vest is very strong on Tank Builds) depending on your preferences. Congratulations! You now have a ridiculous amount of Mechanical, Heat, and Energy resistances!
If you are not a compulsive minmaxer just use the next best plates to make a helmet and boots set.
If you're a compulsive item perfectionist, you will probably have to grind up more charons to turn into more near-perfect plates.
Use either Galvanic or Insulated Padding (depending on what you chose as Carrier Vest Material), ignore soft padding since stealth is not used in this build; if you have high quality plates for every piece of armor you should be around 90% Mechanical & Heat res, 70%+ Energy resist; alongside ~40% Electric and ~20% cold resist.
Finally, make the Energy Shield. You should have over 1000+ shield capacity and hundreds of Very High and High absorption. With the sheer amount of armor resist you have, you probably don't need to turn on energy shield except when fighting extremely tough opponents (... like masses of Faceless).
Congratulations! Your character can kill most of the bosses in 2 turns or less, can easily handle small squads of enemies, is practically invulnerable to 95% of the game content, and when that's not enough, you turn on your shield generator! The only thing you have to watch out for is Bio damage, some forms of Psi, and Acid attacks.
Have fun.