The Sigil pieces can be found at the following locations.

Piece	Where to be found
Sigil Blade	At Draken Mansion during the sub-quest with Kairu.
Sigil Necklace	Obtained at Cytherian Bridge on the way to Tradefair.
Sigil Armlet	At far southeast of the desert in the Black Send sub-area, there are stairs leading down into a secret area. You must defeat a monster. This location is due east of Polamaze when walking from there.
Sigil Helm	Purchased for 100,000 gold at or near the clothier in Tradefair.
Sigil Armor	Take the airship to the northeast area of the map. Enter the city and fight in the tournament. Obtained after several fighters.