Warhawk is quite right. The type of armour makes the biggest difference.
However,,,,,
Plate: Period armours with full sleeves were attached to the cuirass with simple buckled straps or even tied in place at arming points. And if you are making plate sleeves, it IS a good idea to make the pieces so that they are all attached to each other, whether it is with rivets at the pivot points, or floating on restrictor straps. The reason for this is that bracers and elbows can slip down the arm unless you tie them on good and tight, but that can restrict bloodflow to the hands. If the bracer, cop, rebrace, and pauldron(if you have them) are all attached to an arming point at the shoulder, then the bits can only slide down so far, and you can wear them slightly looser.
Flexible coat/ flexible sleeves: Simple. Lace the sleeves to the coat. You can make leather pieces with holes in them that "hem" the edges of chain, and lace through those. They look kinda cool too. Or simply leave room at the top of the brig or scale sleeve for lacing holes. If you want to attach hard sleeves, I would suggest making a plate that sits on your shoulder, with a buckle on it. The top of the sleeve has the buckle tongue attached to it, and they are usually easy to put on and remove by yourself. But thats what shield maidens are for, right? This is how I attached my pauldrons to my scale coat. Take a look at the Armour Gallery page on my website
www.hunter-craft.com
The pics are not that close up, but you should be able to see how they attach. The plates of the rebrace/pauldron are not riveted to each other, but float on three straps, one of which extends up and buckles to the armour.
If you are attaching flexible sleeves to a rigid body, it is about the same as with a flexible coat.
And Kohtre brought up another important point, storage and transport. Big issues for those of us who have no squires or servants to carry it for us.
A far as patterns for the actual pieces, there are tons of SCA and similar websites out there where you can download patterns. If you want to make a flexible leather sleeve, just cut apart the sleeve from a sweatshirt. Instant sleeve pattern. Once you have that it is really simple to figure out where to put brig plates, rings, or spots.
I hope you found something useful in my rantings. Feel free to drop me a line here, or through the website if you have specific questions.
Skuz