The best Armour set that you can get is that Imperial Dragon (?) Armour, I think. It's the set you get after completing the main storyline, if you're good at Heavy Armour skill, then it's absolutely awesome.
Alternatively, you could get some of the best commercially available non-enchanted Heavy Armour, and enchant it with Black Soul Gems to have Shield.
The best clothes overall are when you get a set of non-enchanted clothes (not Armour!), and enchant them, so combined they have 100% Chameleon - i.e. Invisibility. Don't make it Armour, as that clanks if your Sneak skill is too low. With this you can get away with anything!