Easiest Setup to start with:

GC Weapon, or Moogle Axe

Explorers Sabatons (+7 Vit, 75 Defense, +80HP) (Generally really cheap in wards, like 20k)
Cobalt Gauntlets (aim for at least 28 STR melded)
Cobalt Cuirass (Vit Meld)
AF Helm
Felt Trousers (aim for at least 14 STR, 16 Vit)

Accessories: Anything to increase Accuracy, STR, ENM. High accuracy is good on War.

This should work for DDing, and Tanking until you find the need to upgrade.