Bilstein if you have the extra money to spend. Pro Comp makes a decent shock too! I just replaced all 4 of mine with Pro Comps and am pretty happy with them! I have an 05 1500 as well.
Check the booster for fluid. My 05 had similar symptoms and after replacing hoses, calipers, and brakes it turned out to be my booster. The master cylinder was leaking into the booster. Booster was full of fluid and brakes would stick while driving. I replaced the master and booster and haven't had any issues since.
Same with my 05. Master Cylinder was leaking into my brake booster. Finally filled the booster up! After replacing and smoking two sets of calipers, pads, and rotors I put a new master and booster in the truck. Haven't had any problems since!
Check the door latch too! There is a sensor in there that kills the power when you turn the truck off. Does your radio ever stay on when you open the drivers door? Mine did the same thing. Cleaning it all up seemed to help!
I had the same problem a month ago with my 05. I change my oil religiously and when i pulled the valve cover it wasn't gummed up at all! I bought a new valve cover. Didnt wanna risk any of the junk from the internal pcv dropping down. Haven't lost a drop of oil since and no more smoke. Changed the oil immediately after and will be changing it again when I hit 1500 miles to make sure everything is clean. If none of that works you may need new valve seals. Good luck!!
Check your brake booster for brake fluid. Had the same issue with mine. Fluid leaked from the master into the booster causing the brakes to start to engage by themselves. New Master Cylinder and new Booster fixed the problem for me.