I run the Borg set with my Delta Class Shuttle. It has the best bonuses and with limited Boffs you need all the shield/hull heals you can get.
I really like the 360 degree Phaser bank. Yeah shuttles are maneuverable but the damage output of an Array or Dual Beam isn't THAT much better than a 360 shuttle phaser bank. I figure the ability to constantly fire on any target in range makes up for the slightly less damage. I always like to equip a rapid fire transphasic torp as my second weapon. A torp is essential because even with two 360 phaser banks it takes a bit to breach an enemy fighter's hull.
The transphasic torp does good damage and has the additional shield bleedthrough.