If you just want to play main story, don't bother looking for the best gear. You can complete the game with any items.
If you want to play endgame, you will probably want to build your character being able to complete high levels of Greater Rifts. Top players manage to complete GR150, for novice players - it's good to aim into GR90-100.
In current game version there are two types of endgame gear:
Set based builds. Your goal is to complete full set of character specific gear. Sets have some ridiculous modificators to damage of some skills, like "Skill X now deals 10000% more damage". Once you complete the set, you aim for additional items that affect the same skill or generally improve your character.
Legacy of Nightmares (LoN) or Legacy of Dreams (LoD) builds. In contrast with previous, they rely on your character not having any class set items equipped. They gain bonuses for each Legendary / Ancient item equipped. So you are free to equip any Legendary items, but better results will be if you are stacking items affecting the same skill.
What builds are the best? Nobody knows, meta changes every season. But you can view seasonal leaderboards to check what gear top players use - Demon Hunters Leaderboard
So how to get there:
- Play in season, reach 70 level, complete some season journey challenges - you will be required to play low Torment difficulty levels and will need to complete some beginner levels of Greater Rifts (20-30) - and you will receive a full set for your character as Haedrig's Gift - 3 packs with 2 set items each.
- With full set you can go into higher Torment levels and also higher Greater Rifts. Find some guide to follow, for example, this site has some Demon Hunter builds available.
- Run Normal/Greater Rifts all day: You will eventually have enough gear to complete any build. Feel free to stick to your initial set or go for any other set or even for some LoN/LoD build.
- Run Normal/Greater Rifts all day: You will eventually replace all your items with Ancient/Primal versions, which are basically same items but with better stats.
- Run Normal/Greater Rifts all day to level legendary gems: you will eventually augment all your Ancient/Primal items with Caldesann's Despair cube recipe (see How does augmenting ancient items work?)
- Congratulations, you now have the Best Gear Ever. Now you can run more Greater Rifts!