Knight's Suit

For players who don't have diamonds to spin the [Super] wheel, the Knight's suit is one the best suit you can get. Prior to relatively recent changes, this set cannot be complete short of events. So here's how you can get them :

Arena :
Green Knight (Greaves, Gloves, Chestguard)
Use this only as last resort to complete the set.

Pagoda :
When you complete all 5 pagoda, you can claim an extra reward.
That reward will be a Blue Knight item (Greaves, Gloves, Chestguard, Cuisses), but it'll never be the helmet.

Wild Devils :
This is one of the relatively recent change.
Wild devils now drop Top Legguard equipment box.
With that, you can get Blue/Purple Knight Cuisses/Zealot Trousers.
Your best hope is for a Purple Knight Cuisses to complete the Knight set.

Blue Treasure Map :
This is the most important change that allow us to complete this set.
You can now find Blue Knight Helmet from hunting Blue treasure maps.

Summary
So the best set you can get : Complete Blue Knight set, with Purple Knight Cuisses.
This set is better than Brutish set for military purposes, and you can use it as early as level 59.
The Brutish set is better for Contest, but require that the hero be level 75.
To get the Brutish set, you will also need a level 80 hero to buy it in Arena store.