Well, riot armor actually reduces mobility. It’s good for dealing with someone chucking a bottle at you, but if someone opens up on you with an automatic weapon, you’re screwed. I’d assume your supernatural beings would be slightly more dangerous than that.
Normal SWAT gear is probably the best option, honestly. Unless they’re dealing with a specific threat that calls for heavier armor.
If you’ve never seen it, the British TV series Ultraviolet, might be a good thing to look at.
I would strongly recommend against sword ‘n board in a modern environment, though. The problem with going toe to toe with a monster that’s superhumanly strong and fast is, in melee, you’re just going to lose. If your characters are going up against werewolves or vampires, or something worse, a shield isn’t going to save them, at best it will become the implement used to beat them to death.
Something Ultraviolet does, that might be worth expanding on is specialized ammo. Just because a vampire is “immune” to a chunk of lead passing through their body, doesn’t mean a dragon’s breath shotgun shell won’t ash them on the spot. High explosive rounds are a (rare) thing, so your monster might be able to soak off a .38 to the face, but when that .38 explodes on contact, it’s a different story.
Even things that are immune to conventional weapons might not be able to shrug off a Tazer slug.
The other thing that might be worth looking into is Hunter: The Reckoning. My fondness for the original World of Darkness is pretty well documented, but, Hunter was about humans with limited superpowers going up against monsters in an urban fantasy/horror setting.