Well, IMO, anything that doesn't vanish upon player death and that has the resists to suit your needs. Defensive gear in this game has, sadly, little to no use out of these 2-4 uses:

-providing slots for slot units
-raising your elemental resistances to make you able to NOT get OHKO'ed by enemy techs
-Boost techs/set bonuses
-getting +20 ATA (RA wall/RR)

Then again, the resistance issue becomes moot since most resistances (even EDK) are only needed in EXTREMELY rare cases (ie: Epsilon rafoie, level 30 Megid traps and Ultimate Falz' rabarta/rafoie/Grants if you can't tank them/avoid them. All other techs can be easily dodged/tanked and their effects can be dealt with easily). The merges (which provide the tech bonuses) are only useful if you're a force or using buffs/debuffs a lot as a fleshie while Set bonuses can be a pain to gather. So, right now, I'd say to get the common shield with the level req closest to your current level from the shop and you'll be fine.