The most important stat you want to aim for is speed. Mostly on RP and EK but also for mages. Why? Take a paralyze push and you will notice. Having speed on your equipment weakens that tool by a landslide.
Having this in mind certain pieces of equipment become kind of mandatory for all vocations. Void boots, Grasshopper legs and possibly time rings. Time rings are kind of meh since you need that slot for might rings most of the time where you would also need the speed. Same goes for shrunken head necklace.
As a weapon you should either use the falcon one or destruction and imbue it with crit + ml. Obvious reasons, it increases your damage and healing.
For helmet its either gnome/yalahari/mage imbued with ml + whatever or tiara of power. If you are not taking any focus or are at the front line use the magic level option, otherwise tiara to help survive.
For armors we focus on protection. The best option would be an elven mail imbued with death/fire/ice. If that's too expensive the cheaper options would be dwarven or demon armor imbued with death + fire or ice. This decision kind of depends on the enemy team. More druids -> ice, more sorcs -> fire.
In the shield slot the best option is the umbral master spellbook imbued with death. If thats too expensive a mastermind shield with death will do as well.
The weapon choice for knights is very simple. You want a one handed elemental weapon to break ssa and might rings while still doing damage. For swords it would be gnome sword, clubs use falcon mace. Axes are worse since their only natural elemental option would be two handed in the falcon battleaxe. Those would stick to one handed destruction imbued with energy damage. Add crit and mana leech to all of them and your set.
Best helmet option is most likely a werewolf helmet. You need speed on a knight. You really do. Crest of the deep seas is a cheap alternative but not even a close contender.
Even though speed is super important, on armors the best option is still elven mail with triple defense imbue. If you couldn't afford a werewolf helmet though an elite draken mail with death + fire/ice would probably be better. (+ if you couldnt afford the helmet you probably can't afford the elven mail either)
For shield it is advised to have two. One with death and another one with fire/ice for ue combos.
You need both a bow and a crossbow. Umbral master crossbow and falcon bow taking the top spots. Since both are expensive the destruction weapons can replace those. For single target use crossbow with infernal bolts/spectral bolts. When your team is avalanching switch to bow and diamond arrows. Crit + Distance imbues for obvious reasons.
Helmet, as already answered by Luckydevil you'd usually use the elite draken helmet. While at the front line and at danger of getting pushed switching to werewolf can be an option though.
On armor the elven mail is again the best option. If you can't afford that an elite draken mail with death + fire/ice imbue will work just as well.
Yalahari legs are great but same as the helmet switching to speed can be key.
Since the removal of swiftness from prismatic boots i would stick to void boots there as well.
Even on RP you should bring a shield imbued with fire or ice and one with death.
All vocations need to bring SSAs, might rings and their respective cakes.