Daedric armor and weapons are the best equipment in the game. The armor is better than the Dragon scale armor by a few points, but it is harder to get all the required items together.
Before you even think about making some armor you need smithing on a high level. You can find a guide to leveling it quickly here. I recommend level 100 because you will be able to improve the armor better.
Next you will need some deadra hearths. There are two quests that I recommend doing. The first is “Pieces of the Past” which is a quest where you get a lame razor and 4 deadra hearths. You can find a guide for this quest here. The other quest that is good is the “Black Star” for which you can find a link here.
You will also need some ebony ingots. I wrote a guide to getting around 21 of them and you can find it here. In the “Pieces of the Past” quest you will also find a few ebony ingots. The other items you need you can buy from a smith. I usually go to the smith in Riverwood because I know he has an armor upgrading table.