Weapons
Stun Chance is really good, and Melee has a much better selection.
Lightning Rod,
Custom Shock Gear and
Magma Crusher. Normally, you'd do some damage to non-primary targets with Cleave, but Stun means you can potentially 'remove' them from the fight for 2 turns.
(X Chance cannot apply if the target isn't taking HP or Lust damage. They also have a lower chance than Class-based abilities.)
Sleet Shaft is geared toward Kineticists but is really good for a Merc. It can detonate it's own Deep Freeze. If you can reliably Deep Freeze a target, it will take constant double damage (+Crits). More, if you're willing to Power Strike it.
Hirudo Devourer/
NaN Deonstructor: Heal for 1/2 HP damage you deal. Good in general and should make you functionally immortal with Sturm and Drang. Counts for Heavy Weapons. Corrosive is a rarely resisted damage type, too.
Cryolizer: Cheapest decent Deep Freeze weapon.
Entropy and
Ice Lance only do 1 more damage. They mostly scale with Accuracy.
Grenade Launcher: Found during the Train Dungeon on Phaedra. Not an Energy Weapon, so Heavy Weapons applies. Can do multiple types of damage. -10 Accuracy doesn't matter if the target is Stunned and has +5 Evasion, which is always nice.
Armor
Paragon Hazard: +125 Shields is the best in the game, Airtight will protect against Irradiated tiles on Phaedra and Second Skin makes the Evasion penalty -4. (Further negated with Riposte.)
Chameleon: +100 Shields.
Zaika-Style Gown: +10 Accuracy cancels out Grenade Launcher's penalty. +75 Shields & 15 Evasion doesn't hurt.
Witch's Robe is actually really good, especially if you're relying on Burn or Freeze Chance.
Accessories
Tika: Heal 1/2 Shields and Health 1/combat (separately, cannot heal HP through Airtight) and free, unlimited out-of-combat healing? She's always worth keeping in the inventory, at least.
Signet of Bravery: +5 Physique/Aim and 25 HP doesn't sound like much, but it's actually +12.5% chance to Headbutt Stun and X Chance weapon flags. Second Wind scales off of your max HP, too, so it's actually +37.5. And +1 Will, because Iron Will.
Reaper's Cloak: If you really want to go all-in on Crits. I've heard effective chance caps at 50%, but I don't know if that's true.
Santa Hat: +75 HP for Mercs, though if you're running Hirudo, you shouldn't need it.
Vintage Zaika Purse: +70 Shields, +1 Evasion, +2 Sexiness & +1 Inventory Slot. Wear it with the Paragon Hazard to be fashionable in Power Armor.
Shield Aug Bracers: If Zaika Purse doesn't fit your Aesthetics, and you want more Shields.
Hardlight Bracelets: Good if you already have Defense and Resistances. Paragon Hazard (with Merc bonuese) would have 23 Defense, 15% Kinetic, 25% Burning, 15% Freezing resists.
Cybernetics
Steroidal Muscle Augment: +10 Physique, -5 Will. You still have more Will than anyone else, even a Kineticist that installed Sensory Dampener. Iron Will causes it to refund 2 Will, so you're only down 3. With Signet of Bravery, you and up with 80 Physique (& 70 Aim). Anything with less than 60 Physique is auto-Stunned by Headbutt. Anything less than 50 is auto-Stunned with Stun Chance.
Muscular Stabilization System: +10 Aim, -5 Physique. This is the other reason. Low Physique actually hurts the 2nd Ranged special.