Weapons and artifacts define what a Stygian run actually feels like. Because ammunition is scarce and encounters are frequent, your build is not a cosmetic choice - it changes how many of the game's fights you can afford to have.
The firearms are individually distinct in handling rather than in damage numbers, and each one asks for a different ammunition type. Some reward precision, some reward volume, and some trade both for handling speed. Because ammo is rationed and carried weight is real, the strongest practical setup is usually a pair of complementary weapons covering two ammo pools, plus a melee option for when both run dry.
Melee weapons cost nothing to use and have their own upgrade path, which makes them the reliable fallback when your ammunition is gone. Their weakness is the obvious one - they require you to be close, and several enemy types are built to punish exactly that. Treating melee as a resource-free emergency option rather than a primary strategy is the disciplined read.
Protective equipment is generally not a long-term answer to damage - it is a way to make fewer hits lethal against you. Consumable gear is more impactful, since a single well-timed heal at the right moment can turn an encounter from a retreat into a clean kill.
Artifacts are where build variety lives. There is no single dominant combination, and the strongest builds are often the ones that solve a problem you actually have rather than the ones that look impressive. Artifacts that improve information gathering, recovery or movement tend to outperform raw damage, because the game's difficulty is resource pressure and those artifacts reduce pressure directly.
A build that combines a comfortable melee option with artifacts that improve ammunition efficiency tends to cover both failure modes - running out of guns and running out of courage - which is why many experienced players converge on a hybrid rather than a pure build.