About that particular armour:

You can find parts of it by buying the helmet/chest-plate/gauntlets/leggings from traders or by finding them in lootbags and chests, but there's also a set that can be gathered ...

[spoiler]... by mindreading and combating the commanders of the Flying Fortresses in the Ego Draconis part of the game.
[/spoiler]

I am in blood
Stepp'd in so far, that, should I wade no more,
Returning were as tedious as go o'er.