So I take turns with every character I make on whether they'll be pro-Empire or a Stormcloak. After Ulburf, a Stormcloak, I've decided to make an Imperial gladiator or a Spartan. I know the skills I'll need:

Light Armour, Heavy Armour, One-handed, Block, Restoration, Alchemy, Archery (as a backup)

But what armour should I be wearing? All I know is that I'll wear a http://hydra-media.cursecdn.com/skyrim.gamepedia.com/thumb/9/9e/PenitusOculatusArmor.png/200px-PenitusOculatusArmor.png and the http://images2.wikia.nocookie.net/__cb20120612172712/elderscrolls/images/thumb/c/c6/Imperial_Helmet_Closed.png/500px-Imperial_Helmet_Closed.png... er... 'acquire' with the Thieves Guild. Probably an Imperial Sword, too.

I don't want to use the Imperial Shield because it's shape is just impractical in terms of the gladiator fighting style, and it doesn't suit a gladiator. Too aesthetic-y.

P.S. I'm on the 360 with all DLC.

For the helmets:

You know, there are actually 3 locations where that closed Imperial helmet exist?

1- during the TG as you said

2- Near the first dead bodies in the dungeon where you get Dawnbreaker.

3- Follow the path up from Froki's Shack. You'll find an Imperial Sword, some coins, and the helmet next to the Shrine of Talos.

Whoa, no way...

steel imperial boots and gauntlets, Penitus Oculatus armour and imperial closed helmet.
imperial sword(s) and bow.

I would suggest using Penitus Oculatus armour, Imperial Steel Boots and Guantlets, with the closed helmet and a Solitude guard sheild. You could also use Scaled Horned armour with scale boots and guantlets, with and Imperial closed helmet, an Imperial sword or Steel Mace with an Iron or Banded Iron sheild for a more Gladiator look. Those are my suggestions I hope one of them works for you.

A Gladiator or Spartan type couold go either way, Empire or Stormcloak.

I wanted to make a Spartan type, but couldn't find an outfit combining a helmet, a loincloth, and a red cloak.