Hi Mark, I have had a new set of Koni Special (red) shocks coupled with Koni lowering springs (40mm all around) and they rode fantastic. Very comfortable and improved handling by a lot (I had 120,000km-old standard items in there prior). I went through a distributor for them and they ended up being $1060 shipped to my door. Not cheap considering you can buy coilovers for as low as $500 now.
Cup kits are what you're really looking for if you're under a budget. The springs are matched to the shocks so handling is usually predictable and the ride is comfortable (not harsh). Prices from local distributors would usually be like the set I had, but importing it in yourself can actually save you quite a bit (as well as offer you a larger range of brands/setups to choose from). Same applies to coilovers. I reckon you'll be happy with a cupkit if you don't have an urge to go silly low. I did though, and I've regretted not saving up a bit more for true coilovers!
New bushes and mounts are a must when you change your suspension. I did mine a few thousand km's after installing the new suspension and it felt like I installed new shocks and springs again haha. Everything felt slightly stiffer but the car felt more responsive as a result. IMO, it still didn't affect comfort much.
A rear sway bar will further stiffen things up, and you're right, it will help in reducing understeer by inducing oversteer (from what I've read anyway). The Mk3 never came with a rear sway bar so installing one will make a very noticeable difference (especially over bumps!).
As for tyres, I'd check around tyre review sites like 1010tyres.com and tirerack.com. I've only started driving a few years ago so I haven't had much experience with different tyres, but from what I've used, you really get what you pay for. My Goodyear Eagle F1 (GSD3) tyres were fantastic through a few of our cruise runs and are very quiet. On the other hand, I have used cheap Nankang NS2 tyres and while they performed OK, tyre noise was unbearable.
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