I run KYB Strut Plus (full assemblies), put them on about 4 months ago, and I love them. Takes bumps like stock but they're a bit stiffer springs so there's less body roll. The front are for an 03 since I run a Doorman sway bar, the backs are for 05. The rears actually come with variable rate springs, which helps a lot with rear end sag since I have a lot of weight added with my subs.
Those assemblies plus a front Doorman sway bar, rear GMPP sway bar, Moog end links/poly bushings, with front and rear GMPP strut braces make this car handle so much better than stock.
And yes, they include everything you need. Just be ready to have a big bar to break free the two strut to knuckle nuts, and a big ass hammer to knock the bolts out of the holes, they're splined.