My own suggestion would be to keep doing whatever you think is proving successful so far.
Personally, I used my traps and assorted bomb powers extensively to lay down areas for enemies to walk through and take damage. Companion-wise, I like Bonnie and Louis, and one or the other was my first mate pretty exclusively. Otherwise, I let the game choose my other companions, since I like many of them. I was able to solo through the whole game with my musketeer (other than Moo Manchu's Tower, of course), with very few major problems (a few trips and falters here and there, but nothing a second crack at it couldn't solve).
Gear-wise, I put my primary focus on ramping up my agility over weapon power and the like, but if something dropped that looked interesting, I gave it a try as well.
Short version: don't put theory crafting and power gaming over fun in this game - if you won and come out of a fight without most of your crew on bed rest, then keep on goin'!
Canny Matthew Tolliver Able Caleb Tolliver Little Alexis Tolliver