The single-most important improvement that can be made to any VW camper is to install the correct set of wheels and tires.
We often have customers spend lots of time and money on completely rebuilding their suspension from end to end—but when they slap on their old, worn-out, and incorrectly-sized tires, the vehicle still drives terribly! The flip-side of this equation is customers who add top-quality, correctly-sized tires and wheels and leave their old suspension system intact—and their vehicle rides like a million bucks! It's the truth. If you dump money into getting just the right shock, just the right bushings, and just the right alignment... but if the wheels and tires are not right, you'll be a very unhappy camper, indeed.
Once you've added a nice set of 15" or 16" wheels/tires—and you're no longer getting blown into the next lane by a passing semi—you can start thinking about which suspension squeak to track down. As far as stability is concerned, it is especially important that you don't rely purely on a shock absorber to "add" stability. Inevitably, you'll end up with a shock that is way too stiff. A stiff shock absorber will increase stability a bit, of course, but the price you'll pay is harshness of ride.
Adding new shocks without adding good wheels and tires is like putting lipstick on a pig. That said: If you don't mind a really harsh ride, a stiffer shock will provide more stability over a softer shock, all things equal. But the trade-off is ride comfort, and it's a trade you don't need to make.
Side-bar for Vanagon owners: While it is true that all Vanagons sold in the U.S. were fitted with 14" wheels and very specialized tires, they have no business still being on this vehicle. VW switched to 15" and 16" wheels as early as 1986—and you should, too. To get a full understanding of this topic, please read this article.