Stats - likely Willpower should be your #1, Endurance (which always comes on armor) #2, and then stats like +crit, +alacrity or +surge.
Personally I love the synthweaved crafted gear which (esp. when upgraded to purple - or is it pink?) are well above what you'll get at-level in quests. Purple level 33 gear will last you until you hit level 40... (or about). It is also good for crafting items for Khem.
Other options are Cybertech (where you can make components for orange armor as well as ear slot items), Biochem (for consumables and implats), or artifice (for lightsabers).
For companions, I think at level 16 you only have Khem, and he is a fantastic companion. At level 45, I still use him on any hard encounter. You'll get some other companions - a DPS one, a healing one, your crappy droid which is an OK healer Chapter 2, and you'll get some others... but Khem really is an excellent fit with the Inquisitor.