For shocks, I would recommend either Konis or the Tokico HTS. Both are adjustable, although the Konis will lower the car somewhat (~0.5" I believe?), even with stock springs due to the lower gas pressure. The Tokicos will not lower the car, and are still adjustable so you can crank them up for autocross and back down for daily driving, which is what I do.
For sway bars, I've only ever used the set from Flyin' Miata, which are very good. However, the ones from Progress seem much beefier, and I'd be interested in trying those out since they seem to get rave reviews. Both of these sets mentioned are adjustable, which is always nice.
As far as bump stops, I'm currently running the stock ones. I don't run into any issues with hitting them because I'm running much stiffer springs which keep me off the stops. If you're going to be using stock springs, you may want to look into the stops that Goodwin sells for "lowered cars" if you're using Konis (again, because of the lowering effect), but if you're using the Tokicos or any other shock that doesn't lower the car then you're probably fine with the stock length stops.
Finally, concerning endlinks, I would recommend the RoadsterSports. I have yet to try them myself, but that will likely be the next upgrade I do. I've researched endlinks like crazy, and I believe these are the best value.
Hope this helps your decision-making!
2006 MX-5, marble white with black OEM hardtop: Flyin' Miata Stage 2 suspension, Flyin' Miata exhaust, GWR Helmholtz mid-pipe, Hard Dog M3 roll bar, Hawk HP+ pads, stainless steel lines, Hankook RS3 215/45/17, Voodoo shift knob.