I have Bilstein HDs front and rear on mine, love them! I recently installed a set of Konis on a customer's car, they worked well and are less expensive, we'll see how they hold up.
Lemforder or TRW makes the control arms for Volkswagen, but the Febi-Bilstein ones seem fine, too. Moog also makes them in Spain, and other than the fact that they have Moog's own ball joint pressed into them, they appear identical to the Febi.
Just stay away from anything made in China, which can be hard since Volkswagen still builds B5s in China so there are plenty of opportunities for them to knock-off the originals.
Same goes for 'FEQ' (First Equipment Quality)... Chinaloy crap.
I would definitely stick with TRW or Lemforder for the tie rod ends. And keep in mind, you'll need to get a proper B5 'raised toe' alignment done afterwards!
Also, when attaching the links, be certain you tighten them down at the same angle the old ones were, or else your bushings will be in a bind and fail in short order.
Keep in mind, your wheel size can have a pretty big impact on how the car rides. My 2004 is rolling on the stock 15" Michigan wheels (unique to the 2004 Passats). 2005s in GL trim came with the same size steelies, but the GLS trim 2005 cars came with 16" alloy wheels standard, and the 17" Bistar wheels were optional. If you have the Bistars, you may find the Billy HDs will be far too stiff and rough riding, and you may be better off with the TCs or the Konis unless you really want a sporty (firm) ride.
FWIW, Sachs/BOGE is the OEM shock absorber for the B5s, if you just want to go back to new. I would stay away from KYB, their shocks are notoriously short-lived.