I am experimenting with Gabriel's Ultra Premium SUV shocks part G63707 Front & G63708 Rear. The ride is smoother and the VX is every bit as nimble as stock.
Changing shocks is a do it yourself mod. The upper rear bolts can be a bit tricky, but a 19mm crescent claw used with a breaker bar will make short work of it.
How you use your VX will better help in decision making with regards to what type of shock is best for your situation. In my case, 100% of my driving is ON road, and our city streets are cobble stone over hard packed clay covered by a mat of asphalt or concrete. In most cases the streets have ancient remains of street car/rail road tracks, ruts, potholes and other deformities known to rip a cars front end clean out. For this you need a bit more give than stock IMO.
I was surprised to see a shock as rugged as our aircraft grade aluminium KYB's fail, but I guess it's the mighty oak vs the storm principle at work AKA bend OR break