Wow there are a lot of downvoted comments in this thread. But, here's the basics:

Before hardmode, armor sets more or less are on a linear scale from worst to best with some armor sets (like necro or meteor) having some special capabilities. Generally, though, you want the highest defense you can get so that you survive long enough to cast your spells. In my opinion, the need for a decent defense stat trumps the perks of most armors pre-hardmode (except for a window when meteor armor is super fun w/the gun's unlimited energy). So, pre-hardmode, I'll always say the molten set is the best available.

However, looking at your post, it appears that you've gone in to hardmode with less than optimal equipment. That's okay. Hardmode is fun, though not having molten armor will make it a smidge harder to level up your gear to hardmode equipment.

The hardmode equipment, using first cobalt then mythril then adamantite are the first armor sets that offer specializations. For each, you can choose to produce a helmet that's good for either melee, ranged, or magic. Your next task, if you choose to skip molten armor (which you might as well do if you're in hardmode already) is to 1. use the pwnhammer to break demon alters. This scatters cobalt, mythril, and adamantite throughout your world. It also spreads hallow and corruption. So, break a lot of them. Then, as you'll hopefully have a molten pick, go around and find cobalt. Use it to forge new armor. If you want a spellcaster's helm, be sure to forge it correctly. Use the gamepedia terraria wiki if you are unsure of what you're doing.

You will then move up the armor ranks from cobalt to mythril to adamantite. For each armor set you can choose a specialized helm. Just remember - the melee helm will always offer a lot more defense than the others. Sometimes, that extra defense is worth more than the other helms' perks.