See this post for some tips:
http://www.gog.com/forum/arcanum_of_steamworks_and_magick_obscura/diplomatic_gunslinger_unviable (despite the title, it is actually a helpful post)
Other than that: any race besides half-ogre is a good idea (because you can't hold one handed guns, your hands are too big, so that makes the beginning of the game harder for a gunfighter). You might also want to stay away from any of the minute races (dwarves, gnomes, halflings) because it is harder to find small armor in the world.
You can basically take a couple of approaches I think, which fall along two general paths: better gunslinger (early), or better diplomat (early). Those start different, and a better diplomat early is harder because there is immediate combat in the game (though you don't need to fight anyone, actually--it is just harder later because you haven't gained any levels right at the beginning), but it is possible.
My post in the thread I link is general idea for a gunslinger type before shifting to putting more points in charisma and such (so you have a base to build off of).