P:L is a game played in rounds with a meta-currency called calvarium. Cal is earned through in game pickups, and by surviving longer. Your first games will be relatively quick and short as you build up Cal, which you should be spending in the armory.

Every level of upgrades in the armory on items is like 1 free level in the game. However, on weapons (but not on components), every one gets these free upgrades. So for both early and midgame, I recommend picking one type of each to level up, and then trying to only get those items on your mech during runs.

Prioritize upgrading "Extra Calvarium" and your mech's starting weapon, eg Machine Gun for the Lazarus.

For early game, I recommend Lazarus or Tombstone. Tombstone cannot shoot any direction but forward, but can regenerate armor, which is the number on the right hand side. Armor is hit before Health, and if you have armor plating (Tombstone has 1 to start), it also decreases how much damage you take.

While playing, I recommend moving in kind of a circular looping pattern, which helps you pick up crystals to either side of you and behind you. You can also zig-zag. Of course, the most important thing is to not get hit.

To define "Best setup" I am going to tell you that P:L is a game about forward momentum. You are constantly wanting to move *towards* crystals, evo points, or loot boxes. Some weapons are better for this, and others are worse. But also keep in mind that this is for fun, and you should try out everything and do what you have fun doing. Also, you can refund your CA anytime, so experiment as much as you want.

Evo weapons have one extra upgrade than any other upgrade, and it makes them FAR more powerful. I recommend trying to focus on getting a single Evo weapon to this 11th upgrade. But before that, I fill every slot on the mech with my preferred items, whenever they appear (or upgrading something I already have if there's not an item I want to put in a new slot).

Good momentum weapons:
(Evo) Tesla coil (My preferred, it has more range and therefore safety)
(Evo) Celestial Guardian
(Main) Pulse Rifle - the pulse rifle penetrates enemies and has very large bullets. If you rotate while it shoots, the extra orbs spread apart. They travel a very long distance.
(Main) Other weapons, but less preferred to Pulse Rifle
(Side) Laser Blaster

Bad momentum weapons:
(Evo) Drones - they tend to fall behind you and mostly kill things behind you and beyond your pickup radius. Fun though.
(Evo) Orbital Striker - hits randomly, at a distance, often not in the direction you want to head, and not even at enemies that are alive
(Evo) Siege Cannon - another random hitter
(Side) Missile Launcher - at least this one is homing, but another random striker
(Side) Chem Tank - only hits enemies behind you
(Side) Turrets - they are stationary and shoot in limited directions, mostly causing crystals to be behind you

Expansion (For Lazarus):
I recommend either
2 grav pickups
1 damage
or replace 1 damage with Armor Plating (if needed), which will reduce how much damage you take from being hit.

With 2 grav pickups, you will pickup anything killed by Tesla coils, even if moving away from them. You do not need pneumatics since the Lazarus is fast enough.

Expansion (For Tombstone):
1 pneumatics (Tombstone is painfully slow)
1 grav pickup (this is almost as high as 2 on Lazarus, since starts with high grav)
1 damage

If you get to the point where you are swimming in crystals and just want max damage, then go for one of each:
1 Damage
1 AI Core (crit)
1 Reactor

This will give you more damage, because identical components are going to stack additively, IE 3 damage is going to be 70%+70%+70% = 210% damage (310% total)
However, for over time DPS, one of each will be 1.7 * 1.5 * 1.5 = 3.825 or 382.5% damage total.

Furthermore, if you have the CA to upgrade all 3 expansions, you will hit 10 with each much more quickly, since duplicate components do NOT get the extra armory levels (unlike weapons).