I've had the same problem (and desire) as the OP and the way I got around is sort of combining some of what has been mentioned.
You have to make the players want to keep them. Couple ways I do it
1) Add unique special powers that you know a player will want. Doesn't have to be combat based. It can be aesthetic, it can enhance a non-combat ability/skill they like to use. Use your knowledge of the PC to make them WANT to keep it.
2) Provide PCs with magical gear they don't want, expecting them to sell, and provide opportunities to enhance current item (which should be cheaper than buying all new. e.g. " That +2 Belt of Strength was worn by the famous General Armageddon when he slew the Pit Fiend Malicious, thus saving the world from a demon war? I will enhance it to a +4 and add my story to it"