All 'arm gear' is found under the 'equip gear' tab in the menu. Most arm gear can be purchased from vendors as you progress through the game, but the best gear will only be dropped by high level enemies late in the game.
It is essential to note that you cannot hold one of each item as you collect armor, as the menu will only hold so much, forcing you to sell or discard the majority of old armor as you progress. Don't worry; as long as the item has been in your inventory, it will count toward the trophy.
I found the easiest way to keep track of what I had collected was to make a simple list, and mark each item off as I got it. The following is a list of each item and where it can be purchased:
Wristband (Pandora)
Elbow Pad (Kippo Village)
Power Wrist (Dwarf Village)
Cobra Bracelet (Pandora after battle with Wall Face)
Wolf's Band (Matango)
Silver Band (Kakkara)
Golem Ring (Empire Southtown)
Frosty Ring (Empire Northtown)
Ivy Amulet (Mandala)
Gold Bracelet (Tasnica)
Shield Ring (Gold Isle)
Lazuri Ring (Gold Isle)
Gauntlet (Great Palace)
The following items only drop from enemies, and must be farmed:
Guardian Ring (Doom Sword, Mana Palace)
Ninja Gloves (Dark Stalker, Great Palace)
Dragon Coil (Ice Bandit, Pure Land)
Watcher Ring (Eggplant Man, Pure Land)
Imp's Ring (Ghost, Pure Land)
Amulet Ring (Tsunami, Mana Fortress)
Faerie's Ring (Wolf Lord, Mana Fortress)
(Note that the Pure Land is inaccessible after you've witnessed the major cutscene at the tree, so make sure you farm all the site specific enemies first.)