First 5* set was:
Dread Skelly Suit
Grey Feather Cowl
Volcanic Plate Shield
Sudaruska
Nova Driver
All UVed, of course. I wanted a single set that was awesome, instead of multiple crappy sets. But now, having a sick single set is practically as bad as having multiple non-UVed sets. Gotta have a mix....expensive as it is.
Plus, having UVs that allow you to go through both Voltaic Tempest and Shivermist in LD while not looking like a lame clone was interesting, but damage and defense wise, DONT DO IT.
I started as most noobs do and get either a normal or pierce resistant set, since they start low star. I bought some jelly armor, and upgraded it to brute before investing into quicksilver (shock resistance > stun resistance in my opinion, even with the piercing resist penalty)
I stuck with quicksilver until soon after 4 star inspection was passed. After that I had immense issues with darkness enemies in T3 and occasional issues with elemental resistance, so I ground my way into equal Charged Quicksilver, Miracle Cloak, and Sinister Skelly.
I also upgraded my sinister skelly to dread skelly later, and have favored 5 starring weapons and shields over armor ever since, though getting Chaos/Mercurial would be a very nice thing to do one day, as the bonuses are muy bien.