Well I'll try to break it down a little for you and explain the stats some, they are similar to FFXI but there are some noteworthy differences.

Each job has two modifiers called stat bonuses which give a significant boost to damage. But the bonus stats don't exactly play to PLD's strengths, so unlike other jobs that juggle two maybe three stats, PLD gets to juggle four. These stat bonuses however show an actual difference in your damage output, so it makes them worth looking into when figuring out your setup.

STR- Stat bonus, helps damage output
MND- Stat bonus, Increases Enmity modifier in Fastblade > Flatblade Combo, Helps increase cures and magic accuracy
DEX- Increases Block rate, Increases Acc
VIT- Increases HP, effects magical and physical damage calculations when taking damage.

Enmity is to be consider as well.

+10 Enmity = 1% Enmity Bonus

Thankfully Materia and Jewelry gives you quite a bit, and does not really conflict with other gear choices.

Shields work a bit differently, and actually just got adjusted and receiving other adjustments here in the near future so I won't derive into them much. However you can attach materia to your shield, but your options are limited to pretty much HP/MP or Defense materia. (Personally I wen't defense)

Gear Wise, Plate Mail will be your best friend on this adventure providing the best overall defense, most stats on the different pieces are somewhat negligible enough you can be flexible (IE: Little difference between Sentinels and Cobalt gear, but Sentinels is much more expensive.)

One debate that's going on right now is the usefulness of the PLD AF, stat wise it's comparable (for the most part) to a single materia melded Cobalt counterpart making it a good free alternative, that gives bonus effects to different PLD abilities. However I recommend doing this when you can afford it, is try for a double/triple melded piece of gear and slowly replace your AF.

Below is my current personal setup for PLD, I like what it provides but I recommend you find your own preference and merely take this as a suggestion. Materia Augments are in Parenthesis next to the name.

Ifrit's Blade / Cobalt Winglet (+24VIT)
Vintage Kite Shield (+16Def)
Gallant Coronet / Cobalt Celata (+24MND)
Cobalt Cuirass (+32Def)
Cobalt Plate Belt (+42Enmity)
Felt Trousers Red / Black (+7STR, +7VIT / +7VIT, +7DEX)
Gallant Gauntlets / Sentinel's Gauntlets (+15DEX)
Sentinel's Sabatons (+60HP)

Stonewall Earrings
Explorer's Choker / Electrum Gorget
Coral Armillae
Amber Ring x2

Hope that helps you out.