I am going to get both anyways so... which one? Vog or snarbolax ;-;
Vog cub or snarbolax with my set first?
Getting the snarby set isn't as hard as Traevelliath is saying... Most of the playerbase in this game would be kind enough to carry you if you're new -as long as you pay your share of the key that is- so don't worry about that. Damage is favored over attack speed for the simple fact that attack speed can be got by other means than the armor such as unique variants or swiftstrike buckler. I suggest you start with skolver as it's the easiest to get also it gives you minor freeze immunity and you can add a +1 in the form of a trinket or a sprite perk or just a low freeze unique variant to gain moderate freeze immunity but it has piercing defense which is the least useful -unless you like farming slime/beast levels. Your second priority should be the snarby set as shadow defense is the most important as fiends/undead usually move so hectic or strike so hard. However if you like playing lockdown vog would be best if you don't have attack speed unique variants or the sleep themed set if you find these damned torpor tantrum spammers annoying -I suggest this one to be your last priority though.
Good luck ;3
I have a detailed armor guide, with a section for armor for sworders.
https://wiki.spiralknights.com/User:Jdavis/Armor
My advice is to get Vog Cub while working on Chaos and of course the 3-star Black Kat helmet. Chaos/Black Kat nearly obsoletes Snarbolax. If you want armor that's more defensive that Chaos/Black Kat, then Vog Cub is a decent choice.
Snarby requires a Shadow Lair. Unless you have some really good and really kind and really forgiving friends, getting Snarby as your first 5* set is effectively impossible.
That said, I'm one of the rare knights who still wears wolver often... and I wear Vog the least by far. In general, ASI is easier to get than universal damage bonuses, especially with Swiftstrike (and the potential for UVs later down the road). I'd honestly recommend Skolver over Vog.