Should I stick to Infuscor as my god to pray, or wait until I find another god's altar?
Infuscor will give you ESP (which you already have), teleport control, and may set nearby enemies on fire. Seges will heal you if you're injured, cure poison or leprosy, and feed you if you're hungry. It might be better to go with Seges, IMHO. Remember that you should only pray about once every three hours, or she'll get annoyed.
I heard that a whip of thievery is a good weapon. Should I equip it, and how long should I keep it for?
Which is better: My pig iron gauntlets or the pair of leather gauntlets?
Personal preference, but I'd switch the iron gauntlets for the leather ones (to decrease Dex penalty) and dual wield the dagger and the whip. You can keep the shield in case you're taking too much damage, but you'll be fighting many carnivorous plants and dual wielding should let you kill them faster.