Definitely try different armours out. It's like levelling your characters defence... without, you know, actually levelling!
One thing maybe the experts here can help with - Armor, I've been using thieves black leather +9 accross the board since day one, just switching a few diff helms, Gargoyles +5 (for all of NG), Darkwraith +5 (for half of NG+, cos it looks badass), Mask of the Child & Sunlight Maggot. I have the Strategy guide and plenty of armors I look at are simply too heavy for the protection trade off, or almost as light but not as good protection, or better to start off with but can't be upgraded as far & fall by the wayside. I keep my equip load at 25% so total weight needs to be just under 26. Did I just 'luck out' into a great light armor set to upgrade?
You'll get the best returns by totally mixing and matching items too- for instance, the best gloves for a given target (of, say weight, or poise) will almost never come from the same set as the keks you're wearing.
I can't put up with the movement speed of plus 25% gear, but still wear heavy armour with at least 30 poise... how? Havel's Ring. That'll take your 25% target up substantially at the cost of one ring slot. Well worth it for me.
You might just have a stat-gasm when you go to this:
link. Put in your characters stats and your preferred target in terms of the style of defence you want and then get upgrading that gear!
I know a lot of people like the aesthetics of complete sets, but, personally, I think you can look a lot cooler in "custom" gear