**** HUGE THANKS TO AEDIR FOR HELPING ME MAKE THIS LIST****
MUST See purepownage's replies on my thread for wisdom! It will help you understand better some of my (or his, actually) gear choices. Half of my Hard Mode list is his work!
Normal Mode
Head: http://wotlk.openwow.com/item=46143 (Thorim 25, 58 Emblems of Conquest)
Neck: http://wotlk.openwow.com/item=51807 (Valentines World Event) / http://wotlk.openwow.com/item=45820 (19 Emblems of Conquest)
Note #1 on Necks: Sweet Perfume Brooch and Broach of the Wailing Night have exactly the same stats.
Note #2 on Necks: http://wotlk.openwow.com/item=44664 (EoE 25 from Sapphiron's key quest) is very close in terms of stats to both of these necks. However, the Sweet Perfume Brooch/Broach of the Wailing Night are slightly better than Favor, no matter how you gem it. But, if you do not have enough ARP to be able to stack it, then Favor is better if you gem it with +20 Agility. If you gem it with +16 Agility then it's about the same.
Which means that, if you have the Favor of the Dragon Queen, you shouldn't waste Emblems of Conquest on the Broach if you need something else for the Emblems.
Shoulders: http://wotlk.openwow.com/item=46145 (T8.5, Yogg-Saron 25)
Cloak: http://wotlk.openwow.com/item=40403 (Kel'Thuzad 25). http://wotlk.openwow.com/item=45704 (Kologarn 10) if not hitcapped.
Chest: http://wotlk.openwow.com/item=46141 (T8.5, 58 Emblems of Conquest or Hodir 25)
Wrist: http://wotlk.openwow.com/item=45454 (Hodir 25)
Gloves: http://wotlk.openwow.com/item=46142 (T8.5, Mimiron 25, Emalon the Stone Watcher 25)
Waist: http://wotlk.openwow.com/item=45467 (Thorim 25)
Legs: http://wotlk.openwow.com/item=45143 (Razorscale 25)
Boots: http://wotlk.openwow.com/item=45562 (Leatherworking crafted item, http://wotlk.openwow.com/item=45095 drops randomly off any Ulduar boss)
Rings: http://wotlk.openwow.com/item=45157 (Ignis the Furnace Master 25), http://wotlk.openwow.com/item=45503 (General Vezax 25)
Note on Rings: http://wotlk.openwow.com/item=48954 is a very good alternative to either of the rings I mentioned. It has very good stats compared to the Cindershard Ring however you lose ARP, so I would not replace Cindershard with it. However if you cannot stack ARP yet the Etched Band is actually way better than the Cindershard Ring. Also it is only a bit worse than the Metallic Loop of the Sufferer. Therefore, even though it is not BiS, you should still get it as it will take some time to get both of the BiS rings.
Trinkets: http://wotlk.openwow.com/item=44253 and http://wotlk.openwow.com/item=40256 (Grobbulus/Maexxna/Gothik/Heigan 25) or http://wotlk.openwow.com/item=45522 (Yogg Saron 25, see note #1)
Note #1 on Trinkets: Use Blood of the Old God instead of Grim Toll if you don't have enough hit rating (you will probably not have any hit problems though)
Note #2 on Trinkets: http://wotlk.openwow.com/item=45286 (Flame Leviathan 10) is an extremely good and a way cheaper alternative to Blood of the Old God.
Melee Weapon: http://wotlk.openwow.com/item=45498 (General Vezax 25)
Ranged Weapon: http://wotlk.openwow.com/item=45261 (Kologarn 25)
Hardmode/Algalon Changes:
Neck: http://wotlk.openwow.com/item=45517 (General Vezax 25HM)
Shoulder: http://wotlk.openwow.com/item=45300 (Flame Leviathan 10HM)
Cloak: http://wotlk.openwow.com/item=46032 (General Vezax 10HM)
Gloves: http://wotlk.openwow.com/item=45444 (XT Deconstructor 25HM)
Legs: http://wotlk.openwow.com/item=45536 (Yogg Saron 25HM)
Rings: http://wotlk.openwow.com/item=46322 (Algalon quest 10M), http://wotlk.openwow.com/item=45608 (Algalon quest 25M)
Trinket: http://wotlk.openwow.com/item=45931 (Thorim 10HM), http://wotlk.openwow.com/item=44253 or http://wotlk.openwow.com/item=46038 (Algalon 10)
Ranged Weapon: http://wotlk.openwow.com/item=45570 (Thorim 25HM, Algalon 25)
4 Set Piece bonus isn't really worth it, see explanation at purepownage's replies below.
If you feel that some item choice is wrong, post here and I may edit it, or tell you why you're wrong.
Enjoy.