Ratchet & Clank: Size Matters

The first set of armor you'll complete will be the Wildfire set. The last piece is on Kalidon in the Mechanoid Factory. Almost all armor is in plain sight during natural progress except for a few you need to do Skyboard races or Clank missions for.

Wildfire Set
Body Armor: Planet Pokitaru - First piece you get on the bridge you must raise.
Gloves: Planet Pokitaru - After taking a zipline, outside the cave on the beachfront.
Helmet: Planet Ryllus - After a vendor and being thrown through a hole in a wall.
Boots: Planet Kalidon - After climbing back up from the fallen elevator.