Each set of creation equipment in guns of glory has different stats and slots for creation crests. It is important to choose the right equipment depending on the Talent tree you are using (Brutal, Warrior or Explosive).
Talent Trees and Equipment are strongly suited pairing as follows:
In order to have the most powerful equipment as possible, it is important to choose a set that will get you through the initial catacombs (Executioner) as well as help you proceed through the creation arena which may include a variety of pieces from each different type of equipment. The best way to choose armor for the creation arena is to look and see what others are using or looking closely at the skill trees and pairing them with equipment that makes you incredibly strong (attack) or indestructible (defense). However, a heavily defended creation may have trouble proceeding through the Arena as it may encounter a large number of draws as it is unable to defeat opponents in a timely manner.