If going to the strike directly, you can only receive armor (and armor leveled to the strike which will be crap). Going through the strike via the strike playlist will give both weapons and armor (leveled to the playlist you choose) along with other things like shaders, class items, and currency. The strike the playslist chooses has no affect on the rewards received.
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How do you start/get into a strike playlist? Even if I could, I could still only do the Devil's Lair strike due to the Trial cap. Thanks, crwnandginger