Classifieds are without a doubt the best combination IMO but they're mega rare and you really have to be committed in the Global Events to get a full set and be prepared to bite your fist when you open a GE cache and it either ends up being a non classified, a dupe, a gear set you're not interested in or even a combo of all 3 if you get a bonus item in the cache lol.
Don't think that gear sets are the be all end all neither. I'm currently using a high end/exotic build (aka HEXO or Hexotic) due to some of the bonuses from the high end pieces being more my play style.
Here's a quick break down and the stats speak for themselves, it shreds.
Firstly the gloves are an exotic item and the bonus on the gloves is Damage is increased by 16% when no gear set bonuses are active (ie a 2 piece bonus from 2 items of the same set) so the rest of the build is centred around this.
I'm using an exotic Barrets chest piece but a High end Vigorous chest piece here works just as well. Barrets offers a slight buff dependant on if you have skills on cooldown or not at all. However if you went with vigorous (the bonus is overheal on healing) you can use booster shot skill healing for a damage buff and still get a over heal as if you were using the overdose healing skill.
Specialised backpack, the bonus adds 200% of your firearms and stamina to skill power. So because I don't spec into skill power I still get reasonable skill power due to having speced into firearms so much.
A Tenacious mask, bonus: increase damage by 10% when using a med kit. Refreshed is also an excellent choice as well, all healing is improved by 30% when in your last health segment. So if you combine that with vigorous getting an overheal plus the extra 30% from refreshed you can be almost healed from low health using 1 med kit or healing skill.
The holster is a classified but only because it has a stat boost over the high ends. I was using a High End Nimble holster, bonus: heals you in increments when you do a cover to cover manouver.
You'll soon see that the bonuses on knee pads are pretty poor so that's why I use the short bow knee pads which decreases the fuse time on grenades. When farming I'll use a high end set which offers triple accolades on killing enemies to boost the xp up abit.
I've just got another pair of skull gloves during my run of named bosses in the open world so you do not need the dark zone or any exotic cache for these, these have a good drop rate just from these bosses so they're certainly worth doing. And then you can make your build around them.
I did this earlier following a map I printed. Next go around will def use your video - took me much longer than 30 mins :) Got 4 exotics for a full clear (1 a dupe)!!!
Do Classified armor pieces have a unique color/drop effect?
Unfortunately not, they just have a little envelope at the side of its name. They are the same colour as gear sets which can be a bit annoying. You know if you will have a classified from a boss though as it drops as an extra item not a replacement so for example if you get 3 items from a named enemy in the LZ then one will be classified.
This is the folder I mean:
And this is a quick clip of how one looks when dropped from a named boss in the LZ
How weird, I have also just noticed that the above twitter video shows a classified dropping, the second pic shows an exotic dropping, the video I posted of the route I take on the named boss run shows an exotic dropping and they're all from the same guy!