Some stuff I suggest (long list)
1. If you meant magic here, then...
- Razorblade Typhoon (probably one of the best for this)
- Spectre Staff or/and Inferno Fork (at some situations)
- Rainbow Gun (maybe, it pierces and shoots a stream of rainbow)
- Bat Scepter (if you manage to defeat Pumpking - it has very low mana cost and is homing)
- If you tried the Lunar Events, a Nebula Arcanum will destroy groups of smaller enemies or Mourning Woods (it probably won't work against Pumpking because he's fast and the projectile isn't)
Accessories:
- Celestial Emblem
- Magic Cuffs
- Sorcerer Emblem/Avenger Emblem/Destroyer Emblem
- Mana Regeneration Band
- Mana Flower (but it still applies the Mana Sickness debuff, so use at your own risk)
- Celestial Stone
Use Spectre Armor for this if you have it.
2.
- Terra Blade
- Possessed Hatchet or Paladin's Hammer (more useful for bosses)
- Influx Waver
- Vampire Knives (if you need heal)
- Flairon
- Solar Eruption (if you tried the Lunar Events)
- The Horseman's Blade (if you killed Pumpking)
- The EoC yo-yo
Accessories:
- Celestial Shell
- Warrior/Avenger/Destroyer Emblem
- Star Veil
- Frozen Turtle Shell
- Mechanical Glove/Fire Gauntlet
- Flesh Knuckles
- Yo-yo bag (if you use yo-yo's)
Use Beetle Armor for this.
3.
- Tsunami (it's very powerful with good gear, I reached wave 15 with it using only wooden arrows)
- Stynger
- Vortex Beater or Phantasm (if you tried the Lunar Events)
- Xenopopper
- Electrosphere Launcher
- Nail Gun
Accessories:
- Ranger/Avenger/Destroyer Emblem
- Sniper Scope
- Celestial Stone
- Magic Quiver (for bows)
- (not an accessory, but still useful) Cosmic Car Key or Shrimpy Truffle
Use Shroomite Armor for this.
As for guns, most of them don't do very well, because they're usually too weak. Bows do a much better job, because arrows can pierce (Meteor Shots aren't worth getting and the other piercing bullets are crafted from Luminite) or deal more damage than bullets.
Other accessories that may help:
- Wings (if you haven't got a flying mount)
- Ankh/Paladin's Shield (the second one is fine for MP, but usually you can ditch this for another item)
- Charm Of Myths (but not needed if you use Heartreach Potions)
- Master Ninja Gear
- Worm Scarf (if you play Expert Mode)
You can also use summons if you want, but it's hard (at least for me) to farm the Pumpkin Moon with using only summon weapons. You could use some for help though.