I am a level 21 Royal gunner and am set up like this:
No IEG
No Frenzy
5 on Explosive Keg
3 on Shield
3 on Leg it
I think Leg it helps out a lot when fighting off commandos. I have tried different weapons set up and generally use a short and long range MG. I haven't had good luck with shotgun on the gunner. I also use shoulder cannon and MG 32 for explosive and either work well