The Visitor Event Guide/Discussion.

Is there a special effect/stats you get when you have em all?

For two of ANY VISITOR armors you get: 20 WDef, 20 MDef.

For four of ANY VISITOR amors you get: 40 WDef, 40 MDef, no damage taken from the strange force inside the cube. (Still don't know what the strange force is)
[imgspoiler]http://i185.photobucket.com/albums/x190/loose24/15th.gif[/imgspoiler]

It doesn't matter what type of armors your combining, as long as they're Visitor armors.