Yes all items stack however there are some limits ie. dodge/evasion (as split mentioned)
armor / damage mitigation also has diminishing reutrns search the forums for more info or check out this spreadsheet:
http://spreadsheets.google.com/ccc?key=0Ah6a5m2rBbMydFhtbTI1Y2dVNTBMUENtUDZyVm8yVGc&hl=en
Most people run with 2 mana helms (typically vlemish and plenor) which stack quite nicely.
let us know if you have any additional questions.
j