Armor choices are the same for each character class.
Heavy Armor: Chain Mail has more Magical Defense vs Plate Mail, difference is Physical defense.
Medium Armor: Leather has more Magical Defense vs Scale, difference is physical defense ... Note: this is more all around the Medium as stated, however the character classes that can use them during character classes unlocked.... Paladin (yes), Monk (no), Ninja (no), Warlock (no), Headhunter (yes) and Alchemist (no)
Light Armor: Robe & Padded robe... same scenario, however very weak vs physical in comparison... however they can be worn by 99% of character classes... the only character that can not use these is a Guardian... a feeder.
You need to choose and adapt your playstyle using them Solo & Group... Stat is better for Group, however can be used solo, most likely the earlier levels and switch to EE at higher levels (solo) ... I hope you get an understanding of what I am saying... Stat is great, and also EE, however EE for myself is better at higher levels... in conjunction with the abilities you choose to use.
Group climbs... they will inform you what you need to wear to make the run faster.