First, and this is going to help you with most, if not all, your basic questions, including equipment stuff, here's the link to the wiki:
http://www.exiledkingdoms.com/wiki/
Second, I caution against joining the Thieves guild just to get the +2 AGL belt. If you have other reasons for joining, than it might make sense to join but the belt, by itself is not the best reason to join. The belt is nice, but not that nice.
Note, that every 2 points of STR gives +1 damage with light weapons. Every 2 points of STR also gives a hp bonus. So the +2 STR belt is --mostly-- comparable to the agility belts, both the +1 and the +2 versions. Mostly but not fully.
Note, that the one of the draw backs of a light weapon warrior is the inability to use Infantry Training. That stun immunity skill requires 1-hand weapons. Battle Rage becomes a highly recommend skill. As a light weapon user, you won't get same high attack bonus from the skill so I suggest only Battle Rage I. Skill points invested in Duel, Flurry and Heavy Handed might serve you better.
Duel will pay dividends against high armor enemies and bosses. Flurry is the single largest increase in raw attack of any skill. Heavy Handed gives a decent per-attack damage boost but requires STR 4, which may interfere with your ability to get the AGL 6 requirement for Flurry. On that note, let's talk about trait points.
If you want a well balanced build that can complete the "best" ending of the main quest, you'll need to top off mental traits (INT, AWA, PERS) at 4 or so with equipment giving the extra edge to complete the required level 5 trait checks. However, if you do that, you'll be short trait points to invest heavily in both AGL and STR, a requirement to have both Heavy Handed and Flurry, unless you do some serious grinding before knocking out end-of-game quests.
In contrast, if you just want to beat things up and not worry about trait checks in quests, getting STR 4 and AGL 6 to get Heavy Handed and Flurry will help your combat stuff greatly.
Early game, Shield Expert is a great help. By mid-game, your total armor starts to make the defense bonus from Shield Expert less notable (what's a few points at Armour 30 or so?). And since Infantry Training is a no-go with light weapons, you don't "need" Shield Expert III. It helps, but not required.
As for Companions, healing build Hirge is helpful (and gives you a use for mana potions), but I prefer Grissenda. Does more damage, takes a beating. Player and Companion with Cleave makes short works of mobs.
