I feel pretty generous today, so I will share some of my knowledge. Of course, what will be told here can be found on the wikis, but you have to look for every piece of gear, since wiki doesn't regroup them by effects. This list won't be complete as I am not infaillible, nor do I have perfect knowledge about the game. But anyway, here we go :

Magic friendly gear :
- Straid's hood (can't remember the name) : Grant +2 in both Faith and Intelligence, as well as a bonus in casting speed. Given to you by Straid in the Lost Bastille if you trade enough soul boss with him. Or you can kill him and buy his armor set from Melentia.
- Dragonsage hood : Grant +2 in both Faith and Intelligence, as well as a bonus in casting speed. Drop from the giant basilisk in Aldia's keep.
- King's crown : Grant +3 in both Faith and Intelligence, as well as a bonus in casting speed. After killing Vendrick, you find his soul and armor set in a room, hidden behind some plants, near the second bonfire of Shrine of Amana. You must be human to open the door.
- Felkin's hood (can't remember the name) : Grant +1 in both Faith and Intelligence, as well as a bonus in the number of casts for your spelles. Felkin gives this to you if you have 20 Faith and intelligence. Or you can kill him and buy his armor set from Melentia.
- Lost sinner's handcuff : Boost your pyromancy spells. Sold by the Maughlin the Armorer, located in the left house from the bonfire, after defeating the Lost Sinner. It's not clear how to prompt this sell, as his stock change upon spending enough souls for him.- Black witch hat : Grant one more attunement slot. Sold by Navlaan. Must either be in human form for him to open his shop, or having completed his questline.
- Chaos Hood : Bonus in casting speed. Given to you by Navlaan, upon completing his questline. Dropped from him if you kill him.
- Lion Mage Set : Each piece of the set gives you bonus to casting speed. Located in a metal chest, behind the petryfied lion warrior, in the ruins right after the false ground trap.
- Warlock headpiece : Grants you +2 to Intelligence, as well as more souls gained from ennemies. Drop from the Warlock, in Shrine of Amana. To access it, you must have spoken to the three Malfinito (singing girls). The first is on the way from the first to the second bonfire. The second is just outside the boss room. The third is locked in Drangleic castle and can be freed with the key sword dropped from the Demon of Song boss. The, after the boss room, their is a tower with a closed door. If you are hollow, the door will open.
- Dark Mask : Grants +1 to Faith and Int. Drop from the mimic in Aldia's Keep, just behind the hut where the first bonfire is located.

Bonus Souls from ennemies :
- Warlock headpiece : See above.
- Tseldora set : every piece give a bonus. Drop from the zombiespider in brigthstone cove. Sold by Maughlin the armorer.
- Jester's gloves : Sold by Magerold of Lanafir, in Iron Keep.
- Nahr Alma set : Hood dropped from Titchy Gren upon killing him, in Undead Purgatory. Chestpiece sold by Melentia, after that.
Best combination of armor for soul farming : Warlock headpiece, Tseldora gloves and pants, Nahr Alma chest.

Bonus in item drop :- Jester's mask : sold by Magerold in Iron Keep.
- Prisoner's hood and chestpiece : Drop from all the "weak" hollows you encounter anywhere in Drangleic (the Gutter, Grave of the Saints, Hunter's Corpse, etc.)
- Traveling merchant's hood : Starting gear for the explorer, sold by Melentia.

Falling damage reduction :- Lion warrior set : all pieces. Drop drom the Lion Warriors in shaded woods.
- Flying Feline Boots : Sold by Shalquoir, after defeating both Royal Vanguard and Royal Rat Authority.
- Moon Butterfly skirt and wings : Sold by Maughlin the Armored, on a NG++ (fire Ascethic do works) after spending 16000 souls in his shop.
- Jester's Thigh : Sold by Magerold, in Iron Keep.

Other effects :
- Moon Butterfly set : Poison everything near you (including friendly NPC, so beware). See above.
- Jester's robe : Prevent any backstab. Sold by Magerold in Iron Keep.
- Ironclad chestpeace : Prevent any backstab. Drop from Ironclad Warriors (the turtle guys).
- Engraved gauntlets : Chance to do critical damages with normal attacks. Reward for the Pat/Creighton questline.

Here we go. If you have other information about interesting armor pieces, just let me know, I'll edit this thread to add them.

Huh, I always wondered how in the Hell you get those poison butterfly wings. I figured they were an extremely rare drop from the actual butterflies in huntsmans copse... So, cheers for that

Also, regarding other such armours, the Allone Knight Captain Helm and Chest Piece offer bonus fire resistance.

@yummylee:

Burn 3 astetics in majula, and then you buy them from the armor salesman. The shield is in the chest in this shop.

So I decided to give the engraved gauntlets a shot, since occasional crit damage on standard attacks sounds like it would be real useful in PvP. After 3 hours I didn't notice one occurrence of bonus damage. Given that they only have 44 defense when fully upgraded and my other gauntlets have 190 I'd say don't use the engraved gauntlets unless they get changed in a patch. Don't pump any twinkling titanite into them either.

@mosespippy: That's your choice. After all, even the description of the item says "rare chance".
But then again, I uses mostly mobile, light characters and I prefer to dodge instead of relying on my ability to endure. Plus, if you're using slow weapons, it realy isn't worth it.

@myrmicus: I tend to keep my equip load around 50% because I dodge a lot. I don't use a shield so I have to. Even my Leather Gloves +10 have 77 defense. Going from 25 to 44 defense from base to max upgrade is almost 0 return on investment for the 9 twinkling titanite that it cost. I was just checking to see how rare a "rare chance" is. Turns out it's pretty damn rare, and not advisable, unless you use maybe a fist weapon or twinblade.

@mosespippy: I can't agree most. They only worth it with fast swinging weapons... Too bad though, because they look absolutely AWESOME.
I plan to have a build using this... With the Ring of the Covenent of Champions.