Not armor. Something that looks good for thief/assassin.

Just clothing? That's a hard one for me. Maybe:
- Thalmor Judiciary clothing looks pretty good

- I managed to buy an Alik'r Hood from Radiant Raiment in Solitude

Otherwise I use Nightingale Hood and cuirass + Vampire Boots and Guantlets.

Dark Clothes, Mourner's Clothes, or Hammerfell Garb. Thalmor seems unnecessarily camp/tailored for an assassin and is too showy for a thief.