Well, a headband with a wisdom bonus will give you more grit.
Are you a pistolero who (eventually) will be ignoring misfire chance? If not, then the Lucky enchantment or the Reliable enchantment for your gun can be useful (both cost the same bonus in regular and greater though, so either one will probably do. If you can get it down to 0, reliable is probably better)
Any extra information on the build might help. Otherwise the general stuff:
Headband of Wisdom (as above)
Belt of Dexterity and maybe Constitution
Lucky/Reliable enchantment for your gun or...
If you don't want to deal with ammo/reloading, Pistol of the Infinite Sky may be useful (+5 Pistol, but automatically reloads all the time, allowing you to ignore any reloading and saving on ammo. Not a double pistol though). As a specific weapon though, I'm not sure if you'll find this easier or harder to obtain with no magic marts.
Can't really think of anything else off the top of my head.
The 'keep my weapon proficiency open' idea is kind of moot: some of your range feats are going to be for a specific type of gun. Your character may retain the ability to shoot a rifle, but he's not going to be able to use half his feats unless he uses whatever gun he's specializing in.
You didn't mention his race, but if he's human there is a feat that allows you to take both a skill point AND an HP at every level. The downside is 1. it costs a feat 2. you won't be able to take whatever the alternative favored class bonus for the gunslinger is (probably more grit points).
You might also consider how your gunslinger is going to interact with the rest of the party. For example, perhaps you have a magic user that likes to cast darkness or fog spells often. Picking up some appropriate headgear to allow you to see through dark or fog would be appropriate.
As a gunslinger, you're going against touch AC. Every now and again, you'll come up against an opponent with high Dex. Remember to keep a couple of tanglefoot bags around.
My thoughts on build will be going into duelist with gm approval of the gun being a qualifying weapon.
I've not much looked at Duelist before. Do you mean you're hoping for the GM to approve of the gun being used in all the places it mentions light or one-handed piercing weapon? If so, and that works, then the rest of this post will kind of look a bit different.
Anyway though:
What would your perfect level 20 duelist/gunslinger pirate have?
Gunslinger 11/Duelist 9: This gives you access to level 11 deeds, some of which are pretty sweet (Bleeding Wound and Lightning Reload, particularly). While the capstone of Duelist looks nice, I'd probably prefer Bleeding Wound as a more reliable source of Ability Damage. It also gives you access to the Signature Deed feat, which can be rather good (unfortunately since you're not using Pistolero, you can't put it on Up Close and Deadly for a +3d6 on all gun attacks :P Now that could be fun, imo).
Feats: Weapon Finesse, Dodge, Mobility (All required for Duelist), along with Deft Shootist, and the Two-Weapon Fighting line of feats, with some kind of light melee weapon (shortsword probably) being your off-hand weapon. This lets you fight up close and personal with a sword, while still generally using the gun. With Parry, I'd recommend forgoing the highest of your sword swings, in order to save that for... well, parrying. (Alternatively, if you feel feat-starved, you could just take the first of Two-Weapon Fighting, and not really swing for damage with the sword, just use it for defense. With a low strength, it wouldn't be able to do too much damage, but if it can keep you safe, that's nice.)
Stat Spread and Magic Items: Assuming I'm understanding Canny Defense correctly, it means you need 19 Int to benefit fully from it at Duelist 9? This is possible with a 13 Int, and a +6 Int Headband, which is probably your best bet. Since Grit would also be nice to have, you'd probably ideally want both Int and Wis on it. Dexterity and Constitution would both be fairly important if you'll be close in the middle of combat, but you should have a pretty high AC all things considered. If possible though, Belt of Dex/Con would be ideal. If not, the Dex would probably help enough. (Again, the lack of magic marts makes all of this a bit subjective, but this would be my preferred gear.) I'm inclined to say Pistol of the Infinite Sky would be good in this case as your other hand is going to be occupied with the weapon, making it difficult to reload.
Of course, this is all conjecture based on not being able to use most of the duelist abilities with a gun. If you can do that, I'd probably think differently.
But this would be something along the lines of the build I'd be going for on a Gunslinger/Duelist. I could maybe put together an actual build to get a full idea of all the specifics, gear, and so on, but this would be the general idea of how I personally would build a gunslinger/duelist.
Edit: I suppose it bears mentioning also, that I've not used Vigor/Wounds, Piecemeal Armor, or Armor as DR before, so I'm not really sure what differences that may or may not have on the situation.
Actually, I should have thought of this earlier, but Ring of Evasion would probably be nice. Since you won't hit level 15 of Gunslinger to get the Deed that does it, getting to make use of your high Reflex save would probably be pretty helpful.
A Ring of Freedom of Movement might be useful too, since being Dex focused means you lose a lot of stuff if you lose your mobility.
If you wear both of these, you could make it easier for your casters to nuke/control the area you're in, without as much worry of hitting you. Not guaranteed of course, but it might make it easier for them to fireball or black tentacles an area, or something like that.
Of course, if you get both of them, you can't wear a ring of protection, which might be nice, but your AC, including Touch, might be pretty high regardless.
For many of the class features of the duelist, a requirement is to be using a light or one-handed piercing weapon. This must also be a melee weapon; a duelist cannot use such class abilities with a ranged-only weapon or thrown-only weapon.