Full plate, Talisman of Preservation, Enchanted Shield (2+ / 4++)
Full plate, Enchanted Shield, Dawn Stone (2+ re-rollable / 6++[parry])
Barded steed, yadda-yadda-yadda (1+). I have him in a large knight unit with a Champion, Warrior Priest, and Runefang-wielding Grand Master. The enemy has enough to deal with that the BSB isn't usually a primary target, plus the enemy is usually being ground under hoof.
I've been pondering a build where he's naked with the Griffon standard. Have him join a combat unit, five-wide, but a bajillion-deep. Give the unit full command, and have two or more beefy combat characters join the unit (I'm envisioning Karl swing good ol' Ghal Maraz here.). The BSB gets shunted to the second rank, where he's safe, and adds +4 combat resolution. If this combat unit is a buffed unit of greatswords, they could readily send the enemy running. The trick is to have more ranks than the enemy, so that you win by combat res and take away their steadfast. If you have supporting detachments or cavalry hitting the enemy flanks, those units can run down the fleeing enemy while your griffon unit stays pinned in place. I'm even envisioning winning in a pacifistic sort of way. An Arch Lector, front-and-center wearing the White Cloak, combined with buffs from the Lore of Light, could have the enemy hitting on 6s, with the unit getting Shield of Faith saves. You deny them casualties, win by combat res, and so it goes.