Gonna do a hyperion allegiance run with krieg, any advice?

Before you ask: this combination was decided at random

Clarification of Rules
Only hyperion manufactured gear(i.e. shields, weapons, grenades etc) with 2 exeptions, that being Hyperion Allegiance Relics and a single class mod i choose before i start the run(implemented since krieg has no hyperion COMs), i am using the UCP

I just want some general pointers, which skills should i be taking/should i avoid, which class mod should i choose for my exception, which items should i be watching out for, etc etc