Headstalls are sold separately from reins, so you can choose your perfered style (split, roping, contest, or for English braided, flat, web, rubber, etc.) and from bits so you can choose what works best for your horse. Only cheapy bridles come complete with a bit. Some headstalls will be paired with matching reins, but not always for western or some of the more expensive English bridles.
Like Luvs2 said, you generally buy all your pieces for your bridle separate, so you can pick what you want for the particular horse.
As well as they come in different sizes so, this way your custom making your bridle in a sense.
The headstall is main piece that you attach your reins, chin strap and bit to.
OK I looked back and my first post...Sorry I didn't realize I had listed it in that order...My bad. It does make it sound that way when you read it....ooops.
Yep just meant that all the pieces make up the Bridle, and each piece has its own name and isn't a bridle till all together.
Western tack you also have to purchase a throat latch separate as well at times