Change material for equipment first, hands down. You can never have enough armour, as demonstrated by Freelance Berzerker's Dwarven Bite of Death.
As for limbs, again, whatever you happen to need at the time. Personally I'd go legs first, better agility means better maneuvrability.
As for wishing I find myself often wishing for amulets of life saving, I don't often get too far and thus don't have much to clone
As for armour that really depends. If you're using artificial limbs you could even handle adamantine plate mail. Otherwise chain mail provides an excellent middle ground. As mentioned octiron is an excellent material, but there are many other good options. Dragon hide is good for boots and gauntlets if you can't find SoCM and unicorn horn provides good defense for low int requirement. Sometimes you can find ommel bone/tooth plate mail early on, those are excellent. The best are valpurium and golden eagle feather, hands down, but that's obvious
As for ideal weapon set... Well, I tend to go with whatever I happen to find, but my best characters often have flaming swords.