Okay, now that I've walked 20,000 miles today, time for some technical stuffs...
EMG Pickups of course are active, they run off of batteries. The best places to stick a battery for these pickups IMHO are the volume/tone cavity on the lower treble side, just make sure the metal casing does not ground out on any hot parts in there, or you won't get any sound. I currently run mine off of one 9volt battery stuck in the volume/tone cavity of my Jag-Stang. Older versions of EMG pickups also have to be soldered in, the new ones offer a new "quick connect" system on them that makes wiring them in and swapping them out easier. Also, it seems they have started offering more options than just on/off too, so there are benifits to not buying them used.
EMG pickups, in their classic form, have 3 connectors, a screen sheild for the ground, a white wire which is the hot wire, and a red wire which is the 9V positive wire, the negative terminal wires to one of the ground points that leads to the output jack. The output jack uses either a stereo output jack, or a normally off switching output jack, stereo jacks are easier to find though. The lead from the volume pot goes to the normal tip connection point, and the lead from the negative battery terminal goes to the lug that connects to the center section of the plug, not the regular ground site, because when you unplug the guitar, you want the circuit to break and stop all current flow to save on batteries. However, I'm starting to wonder about this a bit, because I ran my Jag-Stang for a month on a standard output jack, and the battery did not lose much charge at all....go figure.
Other component differences include 25K Pots (25K NOT 250K), and that the pickups are generally un-modifyable, because the preamp and the coils are encased in a "robroe cover" with EMG stamped on it, and the bottom is filled with Epoxy, as well as potted. The downside to this is no internal modifications are easily made without damaging the pickup body, and if the pickup becomes microphonic (meaning the coils or some part inside is loose and moving in sympathy to the speaker in a feedback loop, creating that eardrum killing high pitched squeal), I've heard that it has to be replaced.
The upsides to the use of a preamp include added compression to the sound, which helps get distortion sooner, very useful with tube amps and driving amplifiers into distortion sooner, as well as reduced background noise and 60 cycle hum. The latter I think is more the reason David Gilmour of Pink Floyd uses them in his strats, as well as the earlier being the reason a lot of the shredders and metalheads are using them. They are very good for live use, one reason the Jag-Stang has been my main guitar for over 8 years now.
Now for some on the actual pickups......
EMG 81 - This is the most popular apparently, and it's the same model that is in the bridge of my Jag-Stang, so I can expound more on it than the others. EMG markets it, as I understand, as a Hair Rock type humbucker, sharp attack and lots of sustain. Those both are true, but the shorter the scale, the less the midrange response, so it can sound a little weak and thick with some EQ's and amplifier models. A friend had one of these in the bridge of his Les Paul and it had a little more midrange, and then I played a Fender Prodigy (an offset waisted 24 fret strat with locking trem from the early 1990's) and it was evenn sharper and clearer. The downside to the 81 is it is VERY gainy, so much so it can sound distorted/overdriven, even through a Fender Twin Reverb on 2, I get around this by using a high value treble bleed capacitor on my volume control, I turn it down now and get a nice clean Fender Tele-like twang.
The EMG pickups would need some changes on the rhythm circuit end if you want to use that too. As 250K is 100 more than 25K, you'd have to take down the pots in the rhythm circuit too, dropping the 1MEG linear to a 100K Linear, and the 50K Linear to a 5K Linear (if there is such as thing). I don't know if these work for sure though, I have not tried them yet, though . Too bad I don't have my spare SA-1 around to experiment with. A tech once told me they would not work without 25K pots, and would only get louder with 50K pots, but I doubt the electronics inside the pickups are that sophisticated to know what Ohms resistance it's output poitns are, if that were the case, the capacitors and other tone mods would block the pickups from working altogether in some of the custom EMG'd guitars I have seen. Though I admit my strangle on the Jag-Stang acts a little wonky, but then it's not 0.01mfd, it's 0.47mfd, which may be why it sounds spitty.
IF you were to want to keep the Jaguar like normal, I'd suggest SA pickups for it in the neck and bridge position. The sound would probably be close to that of an overwound Vintage Jag most likely (similar to my experience with Duncan Cool Rails in my Jaguar). Jaguar pickups are not that bad for hard rock/metal if you know how to EQ them and have an amp with enough gain to bring to the table. I've actually gotten a 63' Jaguar too gainy using a Mesa Triple Rectifier (I would have given any Nu-Metal band a run for their money in the ridiculous wooly bear distortion category with that setup).
As far as my guitar goes, I bought it with the pickups in it, however, I did have an intent to buy a Jag-Stang and put the same exact pickups in it a few years before. That's kinda what let me know it was "my guitar" was the fact that I walked into the Guitar Shoppe and turned around and there sitting on the rack before me was the exact guitar I had drawn a few years back (I traced a sonic blue Jag-Stang out of Guitar Player's article from when they first came out). I played it once, and I could not put it down, so I bought it as soon as I figured out a way to.
Anyway, here's some more sounds, including some rare clean ones, with little to no effects so you can hear more of what those pickups sound like. I may yet have to do another one, I dunno what sound you're going for.