Every armor set has its advantages and disadvantages(like having tons of raw defense but no elemental, while others may be low on defense while having high elemental), it depends on what monster you're fighting, and/or your fighting style, I personally choose armor with high raw defense because I'm really good at dodging attacks
(like the rathalos's fireballs or the khezu's lighting) I never got to play much online so I can only tell you what I know from offline.