You have to applaud the Dothraki for their armor, or lack thereof. With little more than a few pieces of leather and some paint, this clan will march into just about any war. Their boldness is more intimidating than a suit of armor would be.
Like House Bolton itself, this clan's armor is dark and foreboding. That said, it's made up of loose-fitting leather and a metal helmet without face coverage and much bigger than the heads it's protecting. So, the chances of that armor holding up in a head-on battle are iffy -- like Ramsay Bolton himself.
Given that the Second Sons are mercenaries for hire, it makes sense that there's not a lot of uniformity to their armor. Instead the group simply adds and upgrades as they go, meaning each of them has a unique style.
The Greyjoy clan's armor has a classic, well-worn look. Made primarily of what seems to be reinforced leather, their attire doesn't look flashy like the armor of some houses, but it's very efficient for reaping... not sowing.
This house may have the most intimidating sigil, a three-headed dragon, but the House Targaryen armor is fairly simple. It'll do the job, but there's nothing really special about it, other than the helmet design that itself looks vaguely like a dragon.
Strangely, this armor is almost reminiscent of a modern-day superhero suit. The way the plating is attached to the chainmail somewhat resembles abdominal muscles, a la, say, Batman's costume. It gives the clan a look all their own, while also being primarily metal to keep them protected.
As with The Mountain's, Brienne of Tarth's armor is an impressive sight and very fitting for her character. Her less bulky gear lets her to move quickly and often, while the chainmail peaking out from underneath is useful in deflecting some of the harsher shots she may take.
With armor flanked by fur capes, these men are ready for battle in a very cold climate. While the leather base of their gear might not protect them as much as metal plating, it surely allows better movement.
You might not expect monsters to be so good at armor design, but the White Walkers' gear is among the best. The intricately detailed metal makes the White Walkers look more intimidating while also making them less vulnerable in battle.
Like Night's Watch armor, House Stark's comes complete with a fur cape. Given how long winter has been coming, that's a good thing. However, the Starks have the bonus of metal plating, which will protect parts of them from those pesky stabbing attempts. It may not be the most ornate armor in Westeros, but it's definitely the most useful.