You find most of these in the treasure areas, where they are generated at random. Note that a soldier can equip only 1 item, be it armor, ring, or sword. Weigh the pros and cons of having each of these. I usually go with weapons, since I tend to build a few levels here and there by standing in towns and killing whatever comes my way, and I prefer something that destroys the enemy quicker instead of drags out the battle.

Here's a legend of sorts for the abbreviations I use:
P - Physical
F - Fire
I - Ice
B - Black
W- White
E - Electric