The multi-slot armor is actually statted out as if you were wearing, say, both a headpiece and a bodypiece at the same time. It may have 4 materia slots, but a body and head would have two each, for a total of four. Wearing a steel cuirass and a steel celata WILL be better than wearing a heavy iron armor. When in doubt, just wear the gear with the highest item level you can which matches your role (So, for tank this would be the metal armor that's specifically restricted to gladiator and marauder, and sometimes lancer.) Sometimes this means using a multi-slot piece of armor, sometimes it does not.

2: I'm gonna echo my sentiment from before, go with the one with the higher item level. The focus of the shield will shift from shield to shield, but a higher item level shield will, overall, be better. Though, one important thing to keep in mind is to make sure it's a tank shield (has strength on it, typically made of metal, and only usable by paladin) not a mage shield (Has int and mind, and is usually made of wood or leather).

3: Again, this is a case of "Use the one with the highest item level." Two-handed staves are typically better, but you can often upgrade to a higher level wand that's better than your staff before another staff comes along. In this case, you will use a mage shield to overcome the lesser stats of one-handed weapons.

This simple rule will serve you well up until endgame, where you will find yourself deciding between several options of the same item level for levels 70 and 90. By that point you should have the experience to make the choice yourself.