The G5s are identical to the Esky tails, apparently. That means that they are also shaped like the Esky appliqués. So, if you want a proper look when adding G5s, you'll want to get Esky appliqués, too.
Otherwise, the G4s are shaped like the factory Tahoe/Yukon appliqués, and so you won't have to change appliqués if you go that route. The G5s and G4s all fit in the tail light space with no modification.
As far as the G4s' quality is concerned, it looks like they're all coming from the same factory, and quality can be hit-or-miss.
Outside of the G5s and G4s, I haven't seen any aftermarket LEDs that I like.