@Cresthawk: The problem with having more than one of the same type of person, is that they tend to get the same party skills. I reckon self as Noble is best because you build up XP fastest and also get a level-related increase to your damage, but spread the helpers through other types. Rogue is good, because they have most earning power, but you cant give them GGs, so it does restrict what your other 2 helpers are.
@Aurium: Yes, the monsters run faster at L41, then L81, 121, 161 etc. However, there are fewer monsters at L41 than there were at L40, and only the more basic ones - essentially the game recycles every 40 levels. PS I'm L368, only one gravity gun :-) Tho sometimes I wish I had a second! I reckon the ideal setup probably yourself with bowgun, 2 henchmen with GG and one with repeater shotgun for the bombers and flying stuff.
To Battery555: Get to level 10 on each of the first set of 4 classes - each one unlocks one of the second set. I recommend using Noble when you go for the 100+ level game
To UpsetFisherMAN: You dont need all that stuff. Holy Grails useful if you are likely to get stuffed in a combat and you are playing hardcore - always have one in reserve in hardcore. The Ragnarok swords will turn up every now and again. Just sell them till you are in a position to wield one and defeat the dragon horde!
To Lafraise: Bowgun much bettern tahn rapid-bowgun. if you can get one with 4+ mods, keep it and develop it as it is a killer weapon. You can place two types of mods that speed up the fire rate. Also get bowmaster skill, as this increases the number of people/tanks the shots go through. if you have bowmaster 2+, you will hit a vehicle 4 times per shot :-)
To UpsetFisherMAN: dont worry about keeping the ragnarok swords, sell them for 200 each. You are likely to get them coming around again after level 40.