For raising heavy armor, i should let monsters and such hit me, right?
Turn the difficulty slider down to 0%, don a full set of heavy armor, find a mudcrab, and let him hit you a couple hundred times. The difficulty slider only affects the player-actor damage ratio, nothing else, so don't worry about it stunting your skill progression. At 0%, the player deals 6X damage and actors deal 1/6 damage.
I kinda go on looks with the armor, ebony armor doesnt look all that good, i play mainly in first person, so it doesnt matter all that much.. But i like steel curiass, i think its called, better.
As mpls Big Daddy said, wear what you like. Once you pass level 25, you won't really need to worry about having the best equipment, anyway.
And what about storing things in chests? If i leave some items in a warrior guild chest, will it stay there if i leave it there through the game?
Lots of chests and containers in this game respawn, meaning if you have anything in there that belongs to you, it will be cleared out if you ignore it for too long. To be safe, I would suggest only using player house containers for storage, because I can guarantee none of those respawn.