It does not have to be Penski as others may be OK depending on if car is raced or not

I can state Penski race shocks have been on my 1999 C5 since car was new and in all the racing over those years the shocks are still fine
Penski sells kits that allow the end user to rebuild or mod the shock setting for different way user wants them to function
They are multi adjusting and has external nitrogen canisters that allows even more adjustments as what pressure the nitrogen is set to

They are not cheap but in my case 19 years of hard use and still working like new reduces the overall costs.

Also the different models they have help, in my case the 99 is lowered, this means doing it right the shocks need to be shorter and they had a model for that
Also allowed the shocks installed upside down so less un-sprung weight and has bump stops to prevent bottoming out