Armor sets can be different for certain characters but these are the best class specific items by far. ex: Oghrens 2hand build, Alistairs 1 hand and shield etc.
How to get each, but i forgot some (oops): SPOILERS!!!
PC - Starfang - buy the Wardens Keep dlc and beat it. A smith will now show up at the keep. You should now get the superman random encounter where a couple finds a kid and brings him home. Inside the meteor crater is starlight metal or something. Bring that to the smith to forge the most powerful sword in the game.
Wades massive dragon scale set - ring the gong on the snowy mountain right before the gauntlet on the Ashes main quest. Kill the dragon and give his scale to Wade in Denemerims market.
Alistair/Loghain - Keening blade - do the Unbound side quest where you must find two notes and talk to a dwarf in the Orzammer tavern and kill Gaghaxx in one of Denerims back alley maps.
Fades Wall shield - its a random drop off of Gaghaxx. Save before fighting him. It took me three reloads.
Legion set - found in coffins and such in Orzammer deep roads.
Oghren - Chasind great maul - bought off a Denerim shop keeper in the market.
Juggernaut set - Bracilian forest and water jug quest.
Sten - Ageless sword - in Orzammers throne room is the umm throne. Click on it then switch to another character. Go a little south and there should be a pressure plate that makes a loud sound when stood on. Have a character stand and hold on it. Take another two characters and find the two smaller pressure plates a little to the left/west of that plate. Have those two stand on those two and wait. Have the last character go back to the throne and click on it. Kill the dragon to get it.
Blood dragon set - Use the dlc code. You start with the armor and must buy the others in camp.
Shale - Small brilliant fire (insane dps) crystal weapon and Large brilliant spirit(16% spell resist which Shale lacks) crystal armor. Both are bought by any random vendors late game.
Dog - Pure (female dogs name) collar (+8 attack and +8 armor) and lady of skies war paint (+30 phys resist). I forgot both since i never use dog. =(
Morrigan - Winters Breath - bought in Denerims mage shop.
Robes of possession - find Morrigans grimoire and give it to her. Finish her quest and kill Flemeth the dragon. Its in Flemeths hut.
Wynne - Magister lord staff - bought in vendor near entrance to Circle tower.
Reapers Vestament - bought off mage shop in Denerim market.
Zevran - Rose thorn - forgot.
Dead Thaig dagger - gotten near end of Shales quest. This is the quest you get after bringing Shale to the anvil room in Orzammer.
Felons coat - The armor is sold by Wade in Wades Emporium in Denerim. But heres the catch. Its not sold the first time you go to Denerim. Its not available until after you do two of the treaties quests. But heres where most people miss it, forever. By the time you finish two treaties you most likely have 6 drake scales and have beaten a dragon. If you bring Wade the drake scales and forge two drake armors then STOP. If you continue to forge the dragon armor after the drake scales then Wades shop will be closed forever, locking you out of the best rogue armor in the game.
Leliana - Marjolaines bow - get Lelianas favor high and do her quest. Its found off Marjolaines body or treasure chest in Denerim.
Shadow of the Empire - bought off a vendor in Orzammer commons.
"Sten - Ageless sword - in Orzammers throne room is the umm throne. Click on it then switch to another character. Go a little south and there should be a pressure plate that makes a loud sound when stood on. Have a character stand and hold on it. Take another two characters and find the two smaller pressure plates a little to the left/west of that plate. Have those two stand on those two and wait. Have the last character go back to the throne and click on it. Kill the dragon to get it."
Not exactly.. If i were to follow this word by word.. it would take me years to find the 2 small plates... The 2 small plates are actually quite obvious.. its not west or left of the big plate. Its actually at the bottom left of the throne room, assuming u are facing the throne. The throne room being the partition whereby the throne sits..