I used to wear knee pads a lot years ago when I worked in construction, and never liked them. They were uncomfortable and always slipped out of place. Then some clever person made trousers with knee pad pockets. Comfortable, and the pads stay in place. That’s what I wear for unicycling now, and can recommend them. (I don’t usually wear shorts, so this works for me. If you normally wear shorts, then knee/leg armor is the only thing.)
I wear:
Helmet
Wrist gaurds- TSG Pros- they are awesome and have saved my wrists, allow me to wear gloves underneath them in the winter
Elbow pads- After I fell on my elbow hard a time or two luckily without serious injury and read a few posts here in the forums about devastating elbow injuries began wearing these. I use Fox Launch elbow pads, but I’m sure many would do the job
Knee/Shin pads- I wear and love the Fox Launch, which stay in place (a friend has the new 661s which are always falling down and seem to get panned in some reviews), are comfortable to ride in (I forget they are there), and give excellent protection. They take 10-15 seconds to put on each. Yes, they are hot, but I’ve had enough of my shins getting macerated by my pedals to find it worth it. I find the protection adds a degree of confidence when riding. The only down side of these is that they do not offer back of legs/calf protection, which I think the KH Percussions do.
I wear all of the above when riding MUni, everything but the knee/shins when on the road (although I’ve been thinking about getting knee pads for that).