What should I be getting next?

[Jetine]

You definitly have to get a support item first!
Normal Barricade: ~20k

If you like to get a melee weapon I think marketplace or German Poleaxe (~30k) should suffice

But you probably want to go with armor because you can pick up other peoples weapons...
Hourglass Gauntlets: +6 Armor, ~25k
Eastern Heavy Armor/Pikemans Plated Vest: +7 Armor, ~100k
Rus Helmet: + 9 Head Armor, ~110k (may get this later... most headshot will still be oneshots)

Get for lvl 50!
Short Heavy Barricade: ~300k

Then there are plenty of expensive stuff...
Hero: 750k
CTS: ~1.2M
Heavy Plated: ~1M
A lot of expensive polearms/pikes etc