Xûr, also known as the Agent of the Nine, is one of the only places you can get certain armor and weapons for your Guardian.
Each week, he has a collection of Exotic armor, weapons, and an Engram. He also has various Legendary weapons and armor available to purchase as well.
He only comes around every so often, appearing in a certain part of the Destiny 2 map to sell his wares before relocating (or leaving the game altogether for a period).
Source: https://www.distractify.com/p/where-is-xur-in-destiny-2