For level 40 and below, use whatever drops and is stronger than what you have. Usually 6-9 star weapons. For lv 50 it's more or less the same thing. Here you will see Deo (10 star) commonly, and MAYBE Sigma will pop up if lucky enough. Use Sigma if you are lucky to get one. Grind the weapon for a bit if you feel underpowered. For over 60 and up, if you can farm/buy Nemesis or slave weapons, go for that. Nox is very cheap on the player shop and isn't bad but it's far from being end game. Gix is somewhere along the middle. In the end no matter the choice, make sure you grind it as high as you can (+35 is max and it's the preferred level), as it will perform much better that way. Also learn affixing. Sure, you can get some already properly affixed weapons on the player market, but they are expensive. Still, affixed weapons that give a bit more power to the class attack stat (100 is a good start), and some PP and if possible, PP recovery, is the way to go.
Also, the newest collection folder gives strong +30 weapons (if I remember, Revolsio) which can be used by your main or by later alts.
For units, below 60, anything 10 stars is still good. Just grind it to +10. Above that, Saiki and Ray are still good alternatives. Also apply the same affix rules to these units.
When looking at the player shop, I set my search options to look for stuff with 4 affixes or more. I check that the affixes are good, like stuff that gives me a good deal of attack power and PP I feel checking for 4 affixes is a good compromise between quality and price. If you don't mind grinding yourself, get the stuff without grind levels. But remember that higher star weapons require a lot more meseta and even rarer materials than grinders, like lambda grinders.
Anyway, I'm not an expert so others may give more appropriate feedback. But based at least on my experience, that's more or less how the curve works.
