I've been doing a ret / sniper Axton.
Sniper Rifle
* once you get them, stick with them
* when enemies show up (they do in waves), drop your ret, retreat, and snipe
* look for snipers with high accuracy and rate-of-fire of 1.0+
* snipers also have a hidden recoil stat; experiment with each sniper rifle to see how much it "kicks" when you shoot. Your ideal sniper has a decent 1-shot-per-second ROF, good accuracy (96+), and hardly any recoil. This lets you just nail head-shots one after the other
* If you have Captain Scarlett add-on, then the Pimpernel sniper you get from a side quest is amazingly effective
Skills
* 1pt sabre ret
* 1pt Preparation (full shield will regen health constantly, and it's all you really need. Get shields that have lower capacity, but also lower recharge delay and faster recharge speed. You want to be able to duck behind cover while your ret covers you, and that shield boosts to max asap.)
* 5pts Sentry (ret shoots more and lasts longer)
* 5pts Willing (major boosts to shield recharge rate, which benefits "preparation")
* 1pt Scorched Earth (+22 rockets); those rockets do major damage
With this route, you drop your shield and skirmish with your sniper rifle. Don't go charging in. Let your ret lure/tank while you snipe from a distance. In most cases you can clean out an area with your sniper rifle alone. But, when things get hairy, you just drop that ret and let it go to work. Get a class mod that reduces cool down time, and you can practically have the ret up almost all of the time. If you find a class mod that boosts other ret skills (like Sentry), then bonus.
I'm only around level 20, but so far I've felt the game is crazy-easy with this setup. I was going to expand on a few skills in the survival tree (health, preparation, ret cooldown, etc), but when building out your ret you have to pick a tree, b/c your ret can only specialize in 1 of the 3 trees. IE: it can either have slag guns, or it can do a nuke, or you can deploy 2 rets with shields.
I liked using Roland's ret in BL 1, and I'm liking Axton's in BL 2. I like letting my pets do the dirty work, so if you're more of the run-n-gun type this type of build might not make you happy.