Works shocks are the way to go unless you have money to blow (Elka). I was looking for some Works shocks and had narrowed it down to a set of dual rates w/res and a set of triples w/o res. Both sellers were on forums and both fell through. About a week later, DUALSTROKE posted a set of triples w/res for a Banshee and I snagged them up for the same prices as what the other sellers wanted for theirs. I couldn't be happier.
Behind my house, I have this downhill straight that leads into an uphill curve, followed by a road through my yard and down the driveway. All in all, it's about a quarter mile. That's where I test out my stuff.
With the stock shocks on my Banshee, I was able to make the uphill turn in 3rd and shift into 4th about 3 seconds later. After I upgraded the shocks, I pulled 4th gear on the hill on the very first go. It was simply that much easier to handle. I can slam it down from some 8-10' drops, fly over tree trunk holes without a problem, ride harder and everything with much less effort. Aftermarket shocks are hands down one of the best mods you can choose.
If you have the money, get the a-arms that were recommended. I don't have any, but I've been on a Blaster that had a really nice suspension setup and it was great. Night and day difference from my wife's Blaster.
If I may offer a word of advice, modify it one piece at a time. That way, you can really appreciate what every modification has to offer, you get to really know your machine, and you get the mod bug syndrome over a much longer period of time without spending a ton of money.