My XJR has about 73K on her and I have heard that replacing the sway bar bushings is an inexpensive way to tighten up the suspension and bring it back to new feel.

Is this what I need for the front and rear?
Jaguar 98 02 XJ8 Stabilizer Bar Front Stabilizer Bar Bushing MNC2102CG | eBay

Anyone have a suggestion on a supplier? Anyone on the forum?

I have heard that the urethane bushings can squeak so I am staying away from those.
Vector

I don't know anything about this but I'd be very careful about assuming an XJ8 part will fit the XJR. I have one of each and I think (but don't know) that the R may have a bigger swaybar.

The XJR has a bigger front bar. 31mm comes to mind, but look it up to be sure.

What about the sway bar links? Should I replace the bushings or the entire part?

I want to do the front and rear bushings on the sway bars on the car.
Vector

Replace the sway bar links as complete parts. Spend the few extra $ for name brand units. The inexpensive ones fail very quickly

Go ahead and replace the end links while you're in there. One of mine failed at about 80k miles (bushing material basically disappeared), and replacing both of them REALLY helped with returning the great handling these cars are known for.

If properly greased during installation, urethane bushings don't squeak at all, and they will give you a notable increase in feel and response, as the factory bushings are fairly low durometer.

These bushings are quite cheap at the dealer, no reason not to get them from Jaguar directly. I paid ~$13 each for mine from the local JLR dealership.

I bought the swaybar bushings from British parts.com. Part number MNC21028ah for the comfort bushings for both the XJ8 and XJR. $8.31 per. Takes two. The swaybar link kit came from eBay and it's made by Moog - k750059. It took longer to jack up the car and take off the tires that It did to do all four upgrades.