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I'd recommend to look up guides by Wudijo (even in this subforum) and Desolacer (on the front page a few days ago). Those two have covered so many different builds, there will be few questions left.
For now, as you're still at the beginning of your journey, keep as many items as possible and then look into builds and see what you have available. As nanaki said, DH UE is the "one size fits all" weapon that'll take you a long way, so try to get those pieces as fast as possible.