Griffon's Ensemble consists of two items. The first you will get from Zathrian if you side with him during the confrontation with the werewolves (note, this means not breaking the curse - just attacking the werewolves outright). The second piece is to be found in the Grey Warden Vault in Denerim. The Grey Warden Vault is accessed while you are rescuing Anora. As you pass through Arl Howe's bedroom in Rescue the Queen, open the chest and take the papers. Then, when you enter the dungeon and free Riordan, give him the papers and ask him about them. Then after the mission, when you see Riordan back at Arl Eamon's estate, quiz him again about the Grey Wardens and he will reveal the location of the Grey Warden vault.
The Effort set is around Orzammar and consists of four items. The first (Effort's Boots) can be bought from Alimar, the vendor in Dust Town. The second (Duty) is found by Dog if you ask him to look for something interesting whilst in the Deep Roads. The third (Effort's Gloves) is found by completing the sidequest The Drifter's Cache in Caradin's Cross, which itself consists of examining four piles of rubble scattered across the map, which then makes a large crate appear in the tunnels just west of the southern exit of the map. The fourth and final piece (Effort) is to be found on the Broodmother's corpse after defeating her - but I think it only shows up if you have all the other items in the set already.
As for Duncan's Armour, no. You only get his sword and dagger. But I believe someone has made a mod on the Dragon Age Nexus site to enable you to wear Duncan's Armour, if you are on the PC...?