What are suggestions that I buy from Xur 1st, weapon or armor?
Both are nice. If you do the Warlock Gauntlets, you can upgrade it for a total of 30 Light which will boost your level significantly.
Rockets are nice as well because they will do a ton of damage against enemies being an Exotic. You just won't get a ton of ammo for it because it's a heavy weapon. Thus making it not as useful as say, Icebreaker, a Exotic Sniper Rifle that regens 1 ammo every 5 seconds. However it can only hold 6 ammo max and doesn't reload. It also has a very nasty kickback when firing.
I already had the Gauntlets from the previous week and use Sunslinger as my primary sub-class. I tend to use the grenade a lot and the extended duration quite useful in many situations. Those grenades also work VERY well against enemies on the Epic modifier, especially the shields. It helped
immensely in the previous weeks Nightfall. Most enemies are shielded and Kinectic Damage doesn't do shit against those shields.
As for the Rocket Launcher, it means I wouldn't be able to use my Exotic Shotgun, Invectus. It's a nice weapon, but at higher difficulties it's almost impossible to use because it's too dangerous to get so close to enemies. So I'd have to choose between an Arc Rocket Launcher (Legendary) or Solar Rocket Launcher (Exotic). Ammo synthesis makes up for the shortfalls of low ammo, but can get rather pricey. In PvP though, I use my exotic shotgun and legendary rockets because it works much better.
Last, you have the Exotic Chest Engram that costs Motes of Light. There are six Exotic Chests I believe, two for each class (one for each sub-class). If you get lucky, you either get free Axiom Bolt grenade refills based on some circumstance I can't remember that's for Voidwalker. The other one is faster refilling of grenades when using the Sunslinger super. However you have a 1 in 6 chance of getting your desired one. Last week I got a Titan Chest, this week I got Voidwalker Vestments (the Axiom Bolt Warlock Chest) but I don't plan on using it over my gauntlets that are currently for sale by Xur.
In PvE, Sunslinger I find far more useful and Voidwalker. Especially since you can use it as a self-revive on harder difficulties. In PvP if you're playing Solo it can swing either way. However when you're with other people with a good amount of communication and coordination, I find Sunsinger significantly more useful. It makes for some hilarious and useful combinations.
Don't forget that you can change what your super does almost on the fly to fit the situation and keep your super charged. Changing the sub-class though will remove all your super charge when you switch.