For a first build, keep it simple, but good quality. Seymour Duncan or DiMarzio would be my least expensive recommendation, Delano or Nordstrand, or a boutique builder like Curtis Novak if you feel like splurging. Buy a set of matched pickups; this will ensure that they will hum-cancel when used together, and the wire colors will be consistent. Most should come with a wiring diagram; if not, there are plenty here if you do a search.
Active preamp is optional, but if you do want one, then there are lots of good choices out there, but stay away from the cheapies that flood eBay. Some of them have a small black box that holds the circuitry, others use small circuit boards attached to one or more of the controls. I prefer the latter for ease of installation.
You know what? A really, really good place to start is bestbassgear.com. Browse through what they offer with the assurance that nothing they sell is junk.