Anywhere really. Armor drops from monsters, players can sometimes make shoulder armor, or you can often buy (horrible) armor in even small towns. The auction house has some but you'll want to stay away from that till you get a real feeling for the game.
No, there is no armor in Halo 3 that has a knife in the shoulder.
orc gear
He used the Grenadier shoulder for his left shoulder.
You can usually find them in instances(if you're level 15), and are more likely to get them if you're a warrior or paladin. If you are on the horde, there is a place in Orgrimmar in a tower where you can buy armor, but you have to be level 85.
wrath
might
Security ArmorSecurity Shoulder ArmorYou unlock the Security Armor in Halo 3 by completing the achievements. To get the Shoulder Armor, you will need to get 700-850 GamerScore.NOTE: Sometimes the game glitches and the player is unable to get the Security armor.
Bandos Chestplate
They will probably follow blizzard with WOW and charge $14.99/month or there abouts.
Priests due to the fact that they have cloth armor.
You can find plenty in the auction house.
Find an armor vendor and press the repair button in the transaction window.