Moxie is Good
Moxie helps determine who goes first, if you will charge into hand-to-hand, if you will stand up to gunfire (or run away like little girls), and if you can withstand to horror of the Eerie Laugh or the Fiendish Face. Even better it is cheap. 18 points for an 11 score, and 16 points for a 10. All leads and companions should take at least a 10 moxie.
Armor is Very Good
Pistols, SMGs and Shotguns have an AP of 6. That means, if they hit, they wound on a 1-6 on a d10 . If you are wearing a Bullet Proof Vest, that falls to a 1-3. If you are fired at enough you will get hit (remember a 1 always hits), and the Bullet Proof Vest will probably save you. All companions and leads should have a Bullet Proof Vest.
Never Take a Knife to a Gunfight
Unless you are using hordes of fanatics armed with hand-to-hand weapons (something I have yet to do) guns usually win. Thanks to the snap shot rule, you will almost always get some shots at the charging attackers. There are big minuses for snap shooting (-3 and -4 depending on the situation) but if you throw enough lead you’ll get hits. If you do, you should cause wounds (see Armor is Very Good) which weakens the enemy when it comes time for hand-to-hand. While not as heroic looking as a pistol (3 points, 2 shots, AP 6, 10 inch range) a rifle is better buy at 5 points (2 shots, AP 8, 30 inch range). I particularly like custom rifles with increased rate of fire (costs 10 points). For 15 points you get 3 shots, AP 8 and a 30 inch range. For 30 points box fed LMG (such as a Lewis) has the same AP and rate of fire, but gets a 48 inch range and Moxie modifier of -2. The extra range is nice, but will rarely become a factor on the small tables and if you buy the best Moxie a -2 modifier is rather minor.