Obviously you should have a set with smithing enchants, for smithing. For combat, the choices would seem to be: block, light armour, one-handed, stamina, stamina regen, health, health regen and resistances. I would recommend enchanting two pieces with block (more than that is wasted), since blocking is kinda key to the sword and board style. Light armour is a pretty weak enchant, so I'd ignore that. Stamina and health don't scale, so they're probably useless once you have high intrinsic stamina and health. Stamina regen and health regen aren't that great, but you have to put something on your chest. Magic resistance is the most useful resistance, because it applies to the most situations, and otherwise you're quite vulnerable to ranged magic attacks. One handed is pretty good, but probably not good enough to prefer it to a defensive enchant where one is available.
tl;dr: block on shield and hands, magic resistance on neck and finger, one-handed on feet, regen stamina on chest. Head slot is wasted (waterbreathing?).