I've improved my gear mostly from just doing the bounties. Similar to what SekovNoj said on the wall. Those have been tiny goals of mine that have helped to put me in situations to vastly improve my gear. Collecting gear is another story. It's a lot about luck. I think I've been extremely lucky thus far as far as picking up engrams are concerned. I've got the Cryptarch to almost level 10. As long as you "stay busy" the light will come. By the time you are satisfied with that, you'll be able to purchase legendary items in the Tower. That's how I got my Legendary armor. The weapons just happened to be in engrams.