Note - this is what I do, and you can play however the _ you want to. You might be better with homing multishots and a helper2, even. IDK!

>ignore multi-shot and homing 99% of the time, as they overheat.
>helper bots don't do much, ignore them
>When possible, aquire sheild, upgrade it, perm-weld it
>Firerate over dmg
>In general, needed mods (other than at least +2 sheild) are firerate, ricochet, penetrate, rocket, in about that order.
>Laser is too cool to pass up oftentimes.
>Damage is a nice mod if you have an extra slot
>Heatsink doesn't give much unless you grabbed a heatable module
>Nanobots don't feel nice to me (I don't notice the impact they make), so I only grab them as extra or if only heatable modules are avaliable.

Feel free to talk about your milage, your preferances, etc in the comments!