What particular part are you talking about? Projector? Bulbs? Ballasts?
Projector - There are a number of quality projectors out there...some regular, some bi-xenon. It all depends on what you're hoping to get out of it.
Bulbs - Philips bulbs are pretty much the standard. Edit: If you're hoping for the best light output out of a bulb, go with a 4100-4300K HID bulb.
Ballasts - Hella/Philips Generation-3 ballasts are fairly popular, and are pretty good.
Most of my HID stuff I've bought from Xenonfactory.com. I've had excellent service from them the two times I bought kits from them. They are more pricey than other no-name kits, but hey...you get what you pay for in quality as they use Philips components. Also, check out the electrical forum as there is a sticky that can answer a lot of your questions regarding HIDs.