Surely there must be a simple way........ Unless there is some secret wardrobe in one of the Solitude buildings with a set of armor up for grabs then I'd probably recommend either getting the pickpocketing perk that allows you to take equipped armor....... or cast something like Frenzy on a guard and wait until he is inevitably killed by other guards. If you do manage to find a set but can only steal it then you'll need to get rid of that "stolen" marker. If you don't have PC then you'll need to reverse pickpocket that armor onto a NPC enemy like a bandit, and then fight them and kill them and that armor should have lost its "stolen" designation. It works with weapons, like Glass Bow of the Stag Prince, so I'm pretty sure it would work with armor........ Good luck!