Build:Arcane Gunslinger gone Rogue

Other Useful Skills

 * Infuse Frost
 * Infuse Wind
 * Infuse Blood
 * Elemental Discharge
 * Focus
 * Possessed (skill)
 * Cool (skill)

Full Build Details
What started as a basic Rogue abusing Shatter Bullet evolved into this monstrosity of a frost/physical burst build once I picked up Frost Bullet.

Cannon Pistol + Shatter Bullet inflicts Pain and Confusion in a single shot, perfectly setting up your Opportunist Stab for absurd damage. Rondel Dagger enchanted with Unsuspecting Strength becomes a contender for best dagger in the game, and easily the best choice for physical. As a bonus, it never breaks, removing the issue of how much durability dagger skills eat through. The Cannon Pistol's single available enchant pairs perfectly with our build, providing a small frost and mana boost.

Use Cool as soon as it's available out of combat and load a Frost Bullet, as it will remain until you fire it. Use it again just before combat to gain a huge damage boost, alongside Possession and Discipline. Enemies will move at a snail's pace when hit, giving you plenty of time to load a Shatter Bullet and likely knock them down a second time. Finish up with a Blood Bullet, and if they're somehow still alive they'll be heavily debuffed and ready to take 6x damage from your Opportunist Stab.

Also note that Frost Bullet has an AoE component, and will actually apply your pistol's effects in that explosion radius. Aim for clustered enemies.

Kazite Spellblade is optional here, I took it for the stats from breakthrough and another boost to dagger damage via Infuse Frost, which also helps Brand stay powerful late-game.

Take as much mana as you feel you need, I ended up taking 3 ticks for 75 total and often feel I have more than enough with the regen from food, but your experience may vary. Carrying Cool Potions will let you load multiple Frost Bullets per fight, and they're cheap to mass-produce.

One final thing to note, you do not need bullets for this setup. Only Iron Scraps and mana. Deconstruct all those useless Iron Swords and Machetes that drop from the legions of bandits and you'll be swimming in them.

Combos
Your bread and butter. Three types of damage, monstrous Impact, healing, AoE and debuff without having to manually reload your pistol. What more could you need?

Great if your enemy somehow survives your barrage of bullets, or if you just need to save on mana. Shatter Bullet with Cannon Pistol deals a beautiful 280 Impact in one shot, more than enough to knock down most enemies and allow for an easy backstab.

For the rare scenario where enemies are too fast or plentiful to Imbue your pistol repeatedly, Brand can be extremely powerful when fully buffed. Also good to use against Bosses, as it inflicts Pain and Chill to improve all your outgoing damage and setup Opportunist Stab without the need of your pistol.