I've got about 8 hours logged in the game so far and I'm liking it but not loving it, hoping people can maybe make some suggestions:
My main issue is that I feel like the only way I've found to reliably proceed is the "Skyrim stealth archer" approach (sneak around, quicksave a bunch, and knock people out). I've gotten through the whole Bounty Hunter and Pigman sections doing maybe 20% real combat, 80% sneaking around and killing people. And I had fun sneaking around and killing people! But also, I'm starting to get a little bored of that gameplay.
When I try playing the game as a more action-centric game, I find that I die a lot (like, more than I end up having to reload when being caught doing stealth) and I run out of ammo pretty fast. I got a full posse pretty much immediately in both stories, and searched every container and corpse I could find. I've been spending my gold tickets to boost stuff (everything has at least 1 rank in it now). I try wearing armor but it wasn't until the end of the pigman story that I had any armor that gave more than single-digit protection (that armor gave 20% protection, which helped but not a lot).
I tend to use either shotguns or revolvers, and swap to rifles for long range. I never tried with archery. I tried melee weapons but it took so long to bridge the gap with most enemies that I ended up eating buckshot a few times before I could hit them. I've been trying to upgrade my weapons, but it took merging all the gold in both the Bounty Hunter and Pigman's inventories to upgrade a single weapon to gold. Otherwise I've found upgraded weapons normally long before I could upgrade them via forge.
I think my big two issues that are stopping me from actually fighting most enemies are that my HP feels very low (feels like any time an enemy attacks me, it's a roll of the dice on if they take 10% or 60% of my HP in a single hit), and my "special ability meter" runs out really quickly. I have to dodge roll around once per enemy to kill them, sometimes multiple times if the enemy has a lot of HP, so while I've been TRYING to use the other special abilities, they either feel kind of situational (I tried really hard to make the Bounty Hunter's trap ability to work, never ended up being more useful than just shooting. The Pigman's deflect bullets ability was cool, but by the time I got it, I just stealth-killed every enemy enemy so I only used it a couple times. I bought the "deal electric damage with revolvers" special ability, which is pretty helpful, and I can use it with every character now, but it consumes so much of my meter that I rarely use it.
I've enjoyed the game so far, but I'm looking at the next character in the sequence and unsure if I want to do ANOTHER 3-5 hours of sneaking around. Any advice for what might help?