However you go about getting your equipment, eventually you will want to get the best equipment available for your character. You should count on going through several items of interim equipment, i.e. items that are better than what you had but not yet as good as what you hope to have in the future. It is very rare to be given an Ultimate Equipment package by another player and completely impossible to gain it in one try by working toward it on your own. Keep your eyes open for any item that moves you closer to the Ultimate package. The light weight of the second set, combined with the high dexterity of the thief, allows one to almost always have the initiative on combat and therefore permits one to leave without taking much, if any, damage.
Many experienced players skip the second set and simply go without armor altogether.