All the armor listed include the tunics, the shields, and the boots. Each armor piece will have the location, as well as the purpose, listed.
The Kokiri tunic - This is Links first tunic, the one he starts off with. There's not much more to say about it.
The Goron's Tunic - You can buy this Tunic at the store in Goron city, but I suggest getting it free from King Darunia's son. You can only wear this Tunic as an adult, and it allows you to go into extremely hot areas.
The Zora's Tunic - This tunic is really cool. It allows you to breath underwater! You can buy it at the shop in Zora's Domain, but I suggest getting it free from King Zora. You can only wear it as an adult, so there's no use buying it as a kid.
The Deku Sheild - This Sheild is made of wood and can burn easily. You can first aquire it from Kokiri forest by buying it from the shop for 40 rupees.
The Hylian Shield - This shield can be bought from Hyrule Market in the Bazaar. It costs 80 rupees, but this is the one you'll be using throught out most of your quest. It can be used by young or old link.
The Mirror Shield - This sheild deflects the rays of the sun and also deflects the laser of the eye laser shooting enemy. It can be found in the Spirit Temple, and unlike the deku and hylian shields, this shield can only be used by adult Link.
The Kokiri Boots - These are the boots you start off with. They're important, though, 'cause you'll be using them throughout your quest.
The Iron Boots - These boots will sink you to the bottom of any water source. Pretty cool. You can also use these boots to withstand heavy wind (fans..). The boots can be found in the Ice Cavern, and can only be worn by adult Link.
The Hover Boots - These boots can be found in the Shadow Temple. They allow to you hover a short distance over groundless areas before you fall. If you roll, you'll be able to go much further.