Welcome to the forum, Viruk.
The only pure mage set is available in the last stage of the game. Until then look for weapons that boost magic damage and have magic damage enchantments.
You can mix and match enchantments with weapons. So, if you find a weapon with excellent magic damage and so-so stats, you can disenchant it to learn its enchantment. Then find a weapon with good stats and place the enchantment on the new weapon.
If you need protection, armor and charms for your armor is your best bet. But, the best way to stay alive is to allocate good skills and stat points. In late game I armored myself for looks and not its stats, since my skills and stat points provided the most benefits. If you're playing on a high difficulty setting I would suggest also maxing your armor stats for maximum effectiveness.
You may also consider armor, jewelry, and occasionally even weapons that adds to your skills. If you are playing a mage build, items with +fireball and +magic missile are invaluable early to mid game.
If you like long fights and durability a shield may help. It is also effective in the beginning when you have very few armor slots filled and you either haven't looted any jewelry or armor. However, later on the armor benefit is minimal and you are giving up a substantial amount of damage in exchange. You can boost your spell damage significantly by dual wielding weapons with increased magic damage. Magic damage from both weapons stack and if affected by your dual wield weapons skills. You can also ignore the tooltip for magic damage since it is incorrect when dual wielding.
Finally, the best part of a hybrid action adventure RPG is the ability to put your own skills to work. Staying alive can be as easy as kitting, jumping, and running away. Managing your pulls and using obstacles to block enemy attacks and advances also helps significantly in preserving your hit points.
