Well first thing I did was use cells to upgrade my health flask and the ability to retain gold up to $6000. Having gold to start really helps make it through the early stages quicker by getting better items quicker. I pretty much always use the 'die once' perk to get that extra bit of help. I never skimp on survival health upgrades for HP. As for items to keep during your playthrough, I have found that ice abilities give me the best chance. Ice bow, freeze blast, ice grenade... They are great for crowd control and the effect will also work on bosses. If anything, freeze abilities are OP. I have a lot of newer abilities and weapons/skills now like the crusher, magnetic grenade and health tonic (which you can use once per level as a skill) that I find helpful for the later stages when enemies get a bit tougher. There is an area with teleporting ninjas that slice you and you bleed out to death. And I stay away from slower weapons like the broadsword. Health regen is also something I hope for in my weapons perks. Great thing is, you are forced into many different play styles, hope you find what works for you. But my suggestion would be muthafuckin ice and hp - it will get the ball rolling.