Ive just started playing this for the first time and can safely say I'm very confused with all the weapons and stats.
Now I've started as Zero and am at level 14 ish having just finished a 'Damn fine rescue' but finding it pretty difficult, I cannot see how you could play as a melee character as getting up close ends with a very quick death is this something thats more suited for end game?
So for now I'm sticking to snipers and pistols but is there any good guides out there on how to play at lower levels, I'd prefer to not grind and go through over levelled if possible.
I did Zero when I first played through, he gets more powerful higher in level, especially as a sniper build but the melee is more of a 'when they come to you' moments.
The psycho I'm running now is definitely a run in with shotgun and FUN mode - both 'melee' but very different in approach.
Do what psymonkee mentioned above, just critical from a distance with the increased crit perks and never go into a fight mob. Mine was easier as I was multiplaying with a Siren.
When you're level 31 (respec), then go all out melee and sniper because the final perk for melee just 1 hits mobs forever, and ever, and ever. (Think blade-dancer with a more powerful Encore!)