The Unicyclopedia/Armour and clothing
Although most people hardly ever hit their head, a helmet is recommended especially if you're doing something crazy! Remember that you cannot afford to bash up your head a few times before deciding to buy a helmet.
If you want to ride over gaps and other odd-shaped obstacles, a skate helmet offers better protection than a bike helmet. For general riding the lighter and better-vented bike helmets are probably more adequate. A good helmet can be pretty cheap.
If you don't mind the occasional bloody leg, then shin guards with plastic pedals aren't necessary, but if you are using pinned pedals, then shin protection is a requirement. The gash from a pinned pedal is rather painful, and it may take a month for it to heal completely. Particularly bad gashes may need stitching.
After a while you get used to them and forget they are there. They have saved my legs a couple of times from nasty roots and stones.
Kris Holm designed and sells shin guards specifically for unicycling.
Other companies that produce shin guards are TSG, Roach, KHE, and sixsixone. Sixsixone knee/shin armor is very popular among unicyclists, and gives good protection.
If you fall forward enough that your hands touch the ground, odds are that your knees aren't far behind. Part of learning how to ride a unicycle is knowing how to fall. Many beginners take serious falls on their knees during this process. If you are new to the sport, are an adult, or attempt difficult stunts, knee protection is a good idea.
Many knee guards are available and some come with shin protection attached for complete "Leg Protection". Popular leg armor is available from Kris Holm and Sixsixone.
Most unicyclists prefer low shoes with a flat sole. Boots tend to infringe on the ankle movements and heels may make adjustments of foot placement difficult.
Sneakers, or skate shoes are good. If it is wet and cold and you can afford it, low Gore-Tex boots are also nice. If you use pinned pedals or practice gliding, expect your shoes to wear out in no-time. Soles that are made from one piece of rubber may hold up better. Take notice of how well the sole is attached to the shoe. If you have the money to buy a cycling specific shoe, the Five Ten Impact is highly recommended. (Go to ->Footwear -> Freeride) It comes in high and low top, and has a very grippy sole. Vans skate shoes have a great sole for gripping on pinned pedals, because of how the indentations in the sole fit around pins. Another shoe that is great is The North Face's A5s. They have a one-piece Vibram sole that is nearly indestructible, and the tread in the sole is perfect for gripping pinned pedals.
Many riders wear Converse All-Stars, both high and low top, but mostly for freestyle riding because they are soft and the rider gets a good feel for the pedals. Keep in mind All-Stars purchased in the U.S.A. have a felt lining glued to the bottom of the rubber sole which makes them slippery on the pedals (why, I don't know). Look on the web for a store in Canada then purchase from there to avoid this "feature". The high-tops also provide a small degree of protection for those exposed ankle bones so close to the cranks!
Breaking your wrist is bad and it happens more than you may think.
Wrist guards are especially important in unicycling, because riders tend fall forward onto their hands.
Kris Holm designed and sells wrist support gloves specifically for unicycling. These wrist guards cover the fingers, have palm padding and a wrist splint on the back of the wrist to allow easier seat grabs. Full finger covering is also important when constantly grabbing your seat in trials and muni. http://www.krisholm.com/products/productpics/index-Pages/Image16.html
Many other companies sell wrist guards designed for inline skating or skateboarding. Harbinger wrist wraps are excellent, because they allow for flexibility while keeping your wrist stable.
Bloody ankles are not uncommon for trials and muni riders. Depending on the Q of the cranks, your ankles can become dangerously close to the hub. This often happens when a rider loses control of their unicycle during a big drop because the ankle of the forward foot is located next to the hub. If you don't have high-top shoes with ankle padding, ankle guards that insert into shoes are available.
Many people had this problem with the Summit and Kris Holm 2003-2004 trials uni. The 2005 Kris holm cranks have a larger Q and don't suffer from that problem as much
In addition, some riders wear ankle braces designed to prevent sprained ankles and torn tendons, and to protect them while recovering from an injury. These range from neoprene rubber tubes that fit over the ankle, to plastic sided braces which work in a similar fashion to wrist guards.
A cheap and easy solution to protect ankles is by cutting a (soft) computer-mouse mat in 4 pieces, round the corners, and put those in your socks.