This topic has been discussed at pretty great length. Do a search with "Passat suspension" as the keywords. To summarize, a number of people, including myself, have replaced the original shocks; with almost complete certainty the ones that are currently on the car are shot, even with as few miles as you car has.
Here you have a few choices. If you are on a budget, and/or you desire to keep the ride compliance as close to stock as possible, go with Bilstein TCs. Boge are also decent on a budget. If you want to go a step further in handling and want the best bar none, consider Bilstein HDs. That's what I have on my car.
In asking about swaybars, springs, etc., I assume you are in the camp that seeks an upgrade in handling.
Whether you wish to lower your car will decide whether you go with aftermarket springs. The choices for B4s are rather slim. Neuspeed has just discontinued its lowering springs for the B4. I got a set last year and I love it. It gives a moderately lowered stance (about 1.25 inches). Eibach, H&R and Intrax may also carry B4 springs.
A front upper strut tie bar seems to be effective in sharpening turn-in by stiffening the lateral movement of the shock towers. I bought one but have not had the opportunity to install it yet.
Sway bars is something I would do last. If you do decide on installing aftermarket bars, the hot thing to do with VWs recently is to leave the front bar alone and go install a thick rear bar. This has the effect of not only reducing the amount of body roll overall, but it also neutralizes the handling characteristic. Beware, however, that this could be dangerous in inclement weather and in the hands of an inexperienced driver at the limits.
Coilovers are available but expensive and not worth it IMHO.
B4'ers have done crazier things with their wheels and suspensions over that VWVortex:
http://forums.vwvortex.com/zeroforum?id=7
Wheels and tires: comparatively lots of options, depending on your tastes, budget, etc.
As an upgrade over the sorry 14" Badyear Eagle GA, you can go with 15", 16", 17",....
Look for wheels that have 4x100 bolt pattern, hub-centric, and offset as close as possible to the stock +38mm.
In the summer, I have 17x7" Gunmetal Axis wheels with 215/40-17 tires.
Here's a pic:
Good luck, keep us posted.
