When leveling up (I assume that's what you're asking) you'll basically just want to weigh which gives the most VIT + STR. If a body piece and a head piece give more VIT + STR than a body + head piece, then you'll want to go with the separate pieces. Secondary stats are important (you'll mainly want pieces with parry), but don't trade extra VIT for some parry, as you're the tank and having a static increase in health will be more important than having an RNG chance of mitigating damage. This becomes kinda different later at 50, but most of your pieces will have Parry naturally on it by that point so it's nothing to worry about. Just aim to have the most VIT and most STR as possible.