What you'll like depends on your personal preferences for ride, handling, and appearance. I've had new stock (after purchase) dampers on my Wagon, Bilstein HDs with Shine springs, HDs with stock springs, Koni Reds, FSDs, and Koni coilovers. I hated the HDs regardless of springs, and the FSDs and Reds are a tie. Reds ride a bit better on our terrible roads, FSDs handle better. The Koni coilovers weren't horrible but I wouldn't want to drive through a winter on them. See? Subjective.
My '99.5 Golf has Koni Yellows on it. Ride is a bit firmer than the reds, but the car does handle better. My son's Golf has a 2" lift and Koni STR.Ts. Ride is similar to the yellows, handling is good even at the increased ride height. My other son has Optimal dampers on his Jetta Sedan. They're very much like stock. Too soft for me, but he lives in the city and appreciates the ride compliance. And the low cost.
What's your car have on it now? How do you feel about the current ride quality and handling? That will help you decide what's next. Going from worn OE to Billy HDs would be a huge change. From worn OE to Reds, less so. But still a big improvement.