According to the website, the full armor sets can not be equipped in conjunction with other armor parts. (heavy.com)
Zero Only has his standing special (Haven't tried beating any stages) Everything else seems to be a copy of a broken Soul Body TODO Armor Parts for X? (rockman-corner.com)
Armor Sphere allow you to upgrade your body armor parts, and you need a lot of them if you want to max out your complete set. (cheatcc.com)