This article is a guide on how to build an effective Character. Obviously, due to the huge amount of stat/weapon/armor combinations, not all options will be described - the guide aims to familiarize inexperienced players with the basic rules of creating an effective character. For more specific build guides visit the game forums Tips and Tactics section.
Each section aims to describe the choices the player needs to make in order to create an effective Survivor in a particular level range. Additionally, an example build progression can be seen in each section. Note that the example Character is just, well.. an example and while it's a decent build, it might not be suitable for all players - depending on their playing style and goals the player wants to achieve.
Professions are fairly well balanced. While stat-boost classes have an advantage in combat, service and production classes will allow you to generate additional income. Role-playing classes will level up faster at the disadvantage of having no unique traits.
Don't spread your stats. If you want to avoid wasting money on stat resets later on, you need to be sure which stats/proficiencies you want to raise and why.
Try to decide as early as possible which types of weapons you want to use. For more info about weapons, visit the Weapons article. A rule of thumb says to focus on primary weapons first. Pistols, Rifles and Melee Weapons are considered best choices for primary weapons as they are fairly silent and cheap to maintain.
Pistols and Rifles are very similar weapons, so it's advised to focus on only one of them, if any.
Don't raise your stats to the level required by your weapons of choice. Instead, rely on mastercrafted/godcrafted weapons to boost your stats to the required level.
Before you reach level 11, you can fairly safely explore the game world as well as the mechanics. The Food and Medication gathered around Nastya's Holdout should be sufficient to allow survival and keep you going as you loot and complete Missions. You should decide which weapon type you wish to use as your primary weapon and raise the corresponding weapon proficiency.
As for stat distribution, it's fairly safe to raise Agility to 100 and Critical Hit to 56, because most builds utilize these stats. While Agility will allow you to travel faster and dodge attacks easier, Critical Hit will increase the damage output of your primary weapons and possible other weapons you choose to use. Try to obtain a weapon with the highest proficiency requirement you can equip - usually the higher the requirement the better the damage.
At this point you might notice that the food and medication found around Nastya's Holdout isn't as effective as earlier. This might be a good time to move to a more challenging area - Dogg's Stockade. You should already have a decent enough primary weapon as well as a few random, mastercrafted weapons to boost your stats slightly. You can also start thinking about obtaining a low-level armor, if you haven't found one already. If you can dodge enemy attacks easily you can do without an armor. You should still focus on your primary weapon and try to get a good one. You can also still safely raise Agility/Critical Hit to 100/56 in a preferred order.
You should now have a basic grasp of how the game works and a general idea about the pros and cons of certain weapon types. This is the time you should decide what your secondary weapon(s) will be. Depending on that decision, you should raise stats relevant to the chosen weapon type. Keep in mind that while some weapons complement each other stat-wise, others don't work well together, requiring you to level up more in order to maximize effectiveness.
Weapon combinations which are stat-efficient include, but are not limited to:
Melee Weapons + Revolvers, due to the low Critical Hit requirement
Melee Weapons + Rifles, due to low/no accuracy requirement
Rifles/Semi-auto Pistols + Sub-Machine Guns, due to shared high Critical Hit requirement
Revolvers + Shotguns/Heavy Machine Guns/Miniguns, due to the low Critical hit requirement and higher accuracy requirement.
There's a lot of possible weapon combinations, even more so, some weapons, like the 577 Rex Rifle, have different attributes than other Rifles allowing more exotic combinations to be effective. Additionally, some Armours have a strength requirement which only broadens the range of possibilities. Try to choose weapons which complement each other.
By now, you should also consider moving to another outpost, since, again, you might find that the supplies around Dogg's Stockade are no longer sufficient. Precinct 13 or Fort Pastor are your choices. Fort Pastor seems to be the more popular outpost, but you will find the same types of supplies around either of them.
You will also start encountering more dangerous infected, including Spiders, Leapers, Brutes and even (rarely) bosses. Having a fairly decent ranged weapon at this point is advised.
Looting and completing Missions should already earn you enough cash to buy one or two very good weapons and a decent armour. Perhaps even godcrafted ones. You should be able to loot the most rewarding areas in the south-east and north-east corners of the Map to earn even more cash and upgrade your gear.
Your Critical Hit should already be raised high enough to maximize effectiveness of your chosen weapons.
You'll probably notice that maintaining your character requires far more cash than it used to, but you also make more money by looting the most dangerous areas. If you picked a production or service class you will be able to sell your services or products at high prices in the Marketplace.
Most of your stats should already have reached their expected values and you can only enhance "dump" stats, like Endurance or Reloading.
You should already pick a third weapon, but unless you haven't maxed your primary or secondary weapon proficiencies and/or you're not using high-end weapons with a lower weapon proficiency, you won't be able to equip the best weapons in your third weapon slot.
From now on you won't be gaining as much stat/proficiency points as earlier (1 stat point and 2 proficiency points per level). That means that if you didn't manage to build a fun-to-play and effective character yet, you now might have a hard time to do so. The main focus now is to slowly but steadily enhance your stats, godcraft your equipment and, if you're no longer as interested in looting/missions, you might want to try out PvP Combat or attempt to access the Elite Shop by winning the weekly Top Player Killer or Top Survivor competitions.