Yes, I have 3 Sigil Stones but I'm not sure what armor I should use them on.
EDIT: Is the Knights of Nine armor good?
Each sigil stone has two possible spell effects in it. One is for a weapon, and the other is for armor or clothing. Obviously, you only get to choose one or the other.
If you're at low level, and you're enchanting something to wear, you're better off putting the enchantment on something other than armor, like an amulet or ring, or a piece of regular clothing, because those things don't have to be repaired. This is because, until your Armorer skill reaches 50, you can't repair enchanted items yourself.
On your second question, yes, the KOTN armor is nice. Each piece gives you a different special enchantment, and the entire set will level with you, so you don't outgrow it.
And, no, you can't add an enchantment to something that's already enchanted.