First, Setzer - our leading gambling man has... fairly average stats across the board, an unpredictable special ability in Slots, and a frankly pitiful weapon set since he only gets unique Gambling Weapons. There's a few good weapons in said set which we'll get to eventually, but even so it leaves him a tad... restricted, compared to characters who have things like swords or rods. As for stat buffs, Setzer focuses better on magic - his physical combat with his weapons of choice is meh anyways, and all his Slots abilities scale off of his magic stat so there's really no reason to go any other route when you've already got half a dozen qualified physical attackers.
And then, our adorable little Moogle buddy, Mog! Mog has surprisingly high defensive stats, in the top three among the entire cast for Defense and Magic Defense, and is the only character other than Edgar who can use spears meaning he's also the only other character who can get some decent use out of the Dragoon accessories. On top of that, Dances are a decent alternative to Gau's Rages, since you don't have to use them, but it's there if you want to do so. Mog can actually work pretty well raising Strength or Magic, depending on whether you want to go the Dragoon route, or just be a tanky mage that makes use of his dances.
The gambling weapons (outside of Fixed Dice) may not be the top of the heap as far as equipment goes, they have a lot of swag and personality to them. I think there's even an actual extra animation on crits where he spins around before throwing. But since Setzer's dice don't care about his stats at all, this last playthrough I went for HP boosts on him since he can pretty much just sit with the relevant esper (Bahamut?) making the stat juggle a bit less of a headache. Hilariously, I learned later that the Fixed Dice actually interacts how you'd hope with the dragoon equipment, meaning that Setzer might actually be the best dragoon in the game with 2-4 hits of probably max damage.
I do usually put that stuff on Mog though.
I do usually put that stuff on Mog though.