Really enjoying the game -- Question on Multiplayer etiquette?

What gun would you recommend for a human vanguard?

All the common weapons are pretty bad, so I'd just go with the Katana X with a melee mod.  Haven't gotten to test any of the uncommon weapons besides the Raptor 1 which melts stuff pretty good, but it doesnt have a melee mod so don't use that =P

A MP etiquette in ME...

Well, there certainly is one. But there are things that come with experience, mostly. The etiquette is not so much about about stealing kills (that is okay) but more about things like controlling the enemy spawns and the AI to give your team a favorable position. For example, you may want to lure away some of the annoying enemies during an objective and give your team an easier time defending a control point/device. 

One of the etiquette rules in MEMP coming from time of ME3 would be do not force yourself into the objective area if the place is crowded with enemies. The standard procedure to do is lure the AI away from the objective and come back later. This is a classic and most easily understood move for extraction. You obviously don't want to camp extraction, but run away and spread the enemy around the map and run towards extraction in the last 30 seconds. You also do not kill or missile enemies on other side of the map when your team is busy with an objective. It may seem like you're helping, but what you're doing is simply making even more of the enemy spawn on top of your teammates if you've just nuked a spawn on the other side of the map. In these cases it is suggested to delay and control the enemy position in favor of securing the objective over killing the enemies.

Another etiquette would be proper use of consumables. While not using a res pack and missiles is frowned upon, wasting them is almost just as bad. Speed runs are another thing if things are going really well, but specially now in the begining - that most of us still have crap guns and low rank characters, savoring consumables for best use when you *really* need them is generally a good idea.

It is generally okay not to use a res pack if the wave is about to end and you're confident your team is not in trouble and can handle the rest. We rather see you have that res pack available later when we really need you to get up and there's no chance to get you up manually.