In some games, such as D&D, there is a penalty for wizards or sorcerers wearing any kind of armor. Is there any kind of a penalty in skyrim for wearing armor if your character is primarily a magic user?

In skyrim there is no penalty, in fact the game actually caters towards armored mges, considering ALL the dragon priest masks are armor, and they make the mage flesh perks obsolete. In oblivion there was a small penalty, but once you got your armor skill up, there wasnt.

Nope. You can wear whatever you want.

The penalty is that they'll look so good in that Daedric armor, that they'll acquire a legion of groupies who follow them around everywhere. It's horrible.

Anyway, in TES lore, there are various mage classes (Battlemage, Spellsword, Sorceror) who specialize in wearing armor. It's one of the things I love about TES, actually (though I do wish there would be minor penalties/trade-offs for the decision).