Treat it like tuning an engine. Only make one change at a time unless everything's blown up or used up.

Many times you can find what you're looking for without throwing thousands of dollars worth of parts at the car.

What do you want?
Firmer ride with less squish to the suspension? Go for T-bars.
Ride is fine but you don't want to lean? Go for sway bars.
Ride and roll are okay but you want less bounce? Go for shocks.

Take a step here then a step there until you get where you want to be.