Having a suspension that allows motion also helps a bunch and removes much of the violent behavior. So, bronze-bushed or rollerized spring perches, better strut rods (adjustable would be nice, too), poly or rollerized lower control arm mounts, etc. With the suspension free to move, it'll respond to spring and shock upgrades better, and will have much better response. Opentracker is a good source for that stuff. KYBs are alright, but I prefer Bilsteins and Konis. Running some Konis on my car right now. Now if you want coilovers, Varishock has some good, bolt-in stuff that you can get through Total Control Products. They also sell non-coilover bolt in shocks, but they do get pricey. However, the adjustable ones have more adjustment range than the Koni Classics. Still, I haven't tried them, but I know that Griggs Racing uses some custom-valved versions for their upgraded coilovers.
So, my recommendations? I'd say KYB Gas-A-Just if you just need something and don't want to pay much, Koni Classics if you want to do some canyon carving or autocross, and I guess VariShocks if you really wanna do some hardcore canyon carving or autocross and have money to spend.