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You'll definitely want some sort of regen item. Cloak of the Sewers (for troll shapeshift) is good until you can get a better alternative. Keep a bag of holding full of different types of weapons and items. The Boots of Speed followed by Amulet of Cheetah Speed are definitely a good idea.
When I made an solo kensai, I geared it towards ridiculous offence - I come from the school of thought that it's better to have extreme strengths than try to make up for shortcomings. The shortcomings of a kensai are defensive, but it's an offensive powerhouse. If you have items that can grant invisibility (potions, rings, etc.) a good tactic is to sneak up on a mage or whatever and unleash high holy heck on them before they can get any protections up. Keep in mind that equipment selection, without including weapons, will be very limited for a kensai. Your bread and butter will be weapons and tactics, with items mattering much less than for a solo pure class fighter.
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