Any discussion of optimal armor should begin with weapons. What weapons do you use? Depending on whether they're swords, guns, or bombs, you should investigate the Wolver, Gunslinger, and Demo armor lines. As Zeddy says, you should certainly look at Chaos. You can also mix these sets to achieve bonuses on a mixture of weapons.

Divine Veil with Skolver Coat is a classic combination that protects against all four damage types, protects against three important statuses and one unimportant status, and gives two offensive bonuses. It's one of the best all-around sets in the game. In the old days, before arsenal stations existed to let you change your gear on nearly every level, such all-around sets were desirable. Nowadays they're less desirable. But you might still get Divine Veil with Skolver Coat, if you're looking for a single armor set to use for a long time.

For more detail, especially if you use swords in your mix, consult the "Armor, Shields, and Trinkets" section of my sword guide.