SPOILER:
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Holy Avenger is with the red dragon in Windspear Hill Dungeon.
Crom Faeyr has 4 parts: scroll is with the Shadow Dragon in Temple Ruins Dungeon, hammer is at the mindflayer dungeon under the Temple District (you will need the sewer key from Tazok in Windspear Hill dungeon), gaunlets are in the Planar Sphere (some evil halfing Enfu has it), and girdle is with one of the demon knights in the Kuo-Toa Dungeon in the Underdark (you need to summon an animal under the Gorgon Statue in order for the demon knights to spawn).
As for the class to pick, it depends if you want might (monk) or magic (sorcerer). The monk is a more interesting class if you ask me. (Don't let Rikard see this post!!!!)
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Long live H22A1!!!!!