This advice is for the latest version of elona+:
Get some crafting skills and get to crafting yourself some random artifacts. Might take some scumming, but its easier than wading through dungeons until you find something interesting. Another decent way to get nice stuff is through artifact seeds, that bosses will drop. If you have high gardening skill, you can plant them and get multiple artifacts of the same plant, and regen the plant when it dies using kuromimi's stone.
They take a long time to bear fruit though.
Probably the easiest (and perhaps the best) way to get nice equipment is by investing on shopkeepers. Takes a LOT of money, but money isn't terribly hard to earn if you're, like, a pianist of sorts or someone with high negotiation, investing and travelling skill.
Having really high fishing and cooking, and cooking the high level fish then selling them to shopkeepers can net you tons of money really fast, which you can then invest on the shopkeepers to get better items.
NEVER throw away items that give +### to crafting skills. You don't need super high skill to craft random artifacts, all you need is enough skills to craft them, and having items that boost the required skills save you the time of actualy grinding the skills up.