Armor that does not show a bonus, but says: This armor provides a bonus for you. How do you know what bonus you are getting? I have the Phoenix equiped, or is it better to equip the ones that show the bonus for Gold, Souls, and Seals? I would guess only if you really need them?
The ones that show no bonus (Phoenix and Sylvan) do not provide any bonus as well. You can easily check that by switching armors around and then looking under Bonuses tab in your hero profile.
Unless you pay real money for Deathknight armor, it’s best to have Dragon armor (costs 500 gems) equipped (or maybe Celestial armor (500 gems as well) if you really really really think you need more souls).
In your character screen you can see what bonus is provided. The style button allows you to choose what armor you want it to appear like you are wearing this will only be visual and does not provide a bonus, the armor bonus tab allows you to actually equip the armor changing the bonuses shown in the bonuses tab but if you want to visually change the armor in the style tab it will not affect the bonus.