According to page 3 of the Codex Scientia (if you have the game on GOG, it's included as an extra), as a sorcerer, I should equip myself with the best armor and shield I can. Unfortunately, I can't find any shields at all, so I can't equip the best shield available. (Well, I did get a Mage to drop a Buckler, but when I try to equip it, the game says "Sorcerers can't equip this item".) Do you have any idea where I might find a good shield for my sorcerer?

(Actually, I believe that Sorcerers can't use shields at all and the Codex Scientia goofed here.)

There is a contradiction between the Codex Scientia and the Manual, which says: "Sorcerers have a wide selection of weapons and armor, but cannot use shields." Looks like the Codex was written before the Manual, or the game design and the Manual were changed after the Codex had been finalised.
With or without shields - the Arena (and Daggerfall, but not Morrowind) sorcerors seem to be a very unique concept. I must admit that it has escaped my attention, although I've been playing Arena more or less since its release. I think I'll start an Arena game with a sorceror - thanks for making me curious!

By the way I found this old comment about the Codex:
"The Codex Scientia is, for the most part, filled with duplicate, useless or trivial knowledge. Unfortunately for the players, there is some desirable information buried in it's depths. The redeeming portions of the Codex are the Maps, Riddles and Artifacts sections. The rest of it is dross."

Try playing Morrowind with the Atronach birthsign; that's what happened to the Sorcerer concept. Since classes no longer get special traits in Morrowind, the traits formerly given to the Sorcerer class were assigned to the Atronach birthsign. You can also do this in Oblivion.

Interestingly enough, in Oblivion, NPC Vampire Sorcerers have the Atronach birthsign; perhaps this is a reference to Sorcerers originally having these traits?

Anyway, playing Arena as a sorcerer can be quite fun; the game can be a bit challenging at the start, but once you can make good use of magic, the game becomes much easier. In fact, spellcasting monsters, which are quite dangerous for most classes (if you don't put up suitable protections), are actually desirable encounters if you are a Sorcerer; not only are they less dangerous, but they refill your magic!