Depends on what you want to achieve or how you play your character. The most important however is a very good armour and the coat of plates isn't that rare at all, there's the teutonic coat of plates, the bishop armour, the bright red one, black and whine-red, as well as the hirdmadur coat of plates - plenty of them. So, some kind of reinforced coat of plates is a must if you want to survive long and still have some fun with fighting or sometimes going a little bit berserk. Lordly isn't worth the money for the +2 in protection (reinforced 84/33; lordly 86/35). Save the money for lordly mail mittens or even better lordly lammelar/scale gauntlets - they are definitely worth their money, mail mittens are far cheaper. Boots, some mail or Byzantine boots, thick or reinforced is enough. Fighting in a 'regular' knightly armour of whatever kind (protection 64/24) is more intense and you have to be more careful - no berserk mode. Here it would make sense to go for the lordly version.
If you're an archer then get some masterwork bow, depending on your skill/pd. Masterwork hun bow delivers the highest dmg and a masterwork self bow has the highest rate of fire, while still dealing a pleasurable amount of damage (hunting bow has the highest in fact, but it's a piece of wooden crap for battles).
Melee weapon, also depending on your char - the 1-h axe with 33p default dmg, a czekan, moorish axe and/or a winged mace for prisoners (studded club is also fun, but pure 2-h). From horseback some kind of 1-h sword, or a 1/2-h if you're into these weapons. A balanced heavy sabre will let you cut down your enemies in droves, best 1-h bladed weapon. Best 1-h swords (cut&thrust) - Byzantine ones. Best swords/sabres are balanced in my opinion, I even prefer them over masterwork and they are far cheaper.
Lance - balanced heraldic lance.
Horse - any destrier or lammelar war horse type, preferrably heavy. Spirited or champion are cute to have as pets, but not for battles because they never recover to their spirited/champion status again. I additionally always get myself a champion palfrey because it's the fastest horse and I use it for riding around for fun, either in the surroundings of my fortif. manor or in the town of I think it was Vilnius in Litus - beautiful scene for taking a ride
Helm - great helm of any kind, you won't even need a thick, reinforced, lordly version with this one. The crowned (greyish-white/golden in colour, with crosses inlaid on the height of where the cheeks are) is the best of these. I always buy myself one on becoming king.
Shield - either a reinforced heavy heater/heavy kite (also reinf. heavy Iberian, etc.) or a reinforced knightly kite/horsemen heater shield (or Byzantine shields have the same values, etc.). If I understood Kuauik correctly the horsemen heater will be gone with introduction of his pack.
Maybe for siege defense a nice polearm/2-h weapon, like a balanced glaive or hafted blade, 2-h or Nordic/polearm axes.
If you're into throwing weapons, travel to Litus and look around for Baltic javs, they have 10 javs per pack as compared to the regular 5 per pack. If you find a large bag or balanced, take them - heavy isn't worth the money.
Crossbows - of course a masterwork siege crossbow. Crossbows from horseback is more kind of a 1-2-shot joke because if the heat in battle rises you won't be riding around, trying to hit with your x-bow.
Well, I guess that's about it.
EDIT:
Armor - there's also the Teutonic Hochmeister armor, base protection of 74/33, worn by Anno von Sangershausen or whatever the Teutonic chieftain is called. I never bought it because it somehow reminded me of a woman's wedding dress, but maybe you like it. You can find it in the Teutonic & holy lands.