I'm sensing a bit of a disagreement on what the best picks for classes are.
Just beat the campaign. Good stuff. Probably going to try out MP in a bit.
Use the grappling hook, I can not stress this enough.
Yeah you might as well chop off your own balls too
The grappling hook is just a crutch for people who can't wallrun. The situations where it is useful that couldn't just be accomplished by getting gud are minimal.
Stim will let you move faster and regen health quicker while phase shift will give you a get out of jail free card (two, in fact) if you get surprised. Pulse blade lets you see through walls, A-Wall makes you a stationary target and a juicy one for people with E-Smoke. Camo got nerfed and you shouldn't bother with it.
As for weapons, the CAR and Alternator are good for hip fire while the Volt is decent for more ADS. On console, Hemlok is downright overpowered and the EVA shotgun is well worth a use, particularly in hardpoint.
You can't really go wrong with grenade choice. Firestar, Grav Star, Frags, Arcs, Electric Smoke are all viable.