Bilstein Touring class shocks, set of 4 (front and rear) - $289 at shox.com. These use stock springs, and the ride is somewhat refined compared to heavy duty ones. You will feel it with your butt very well, if you also have 17inch + wheens and low-profile tires. Also, these are much cheaper than sports.
For rear shocks, you will need to move some carpeting, so make sure you have an
extra set of plastic clips, if you rip off the carpet from the trunk side of the rear seat. Also replace rear shock mounts at the same time. Put a rear sway bar - for looks and if you wanna have an excuse of not picking someone up in the airport 'cause you don't have any space in the trunk
If you buy front struts separately (not the whole assembly), you will need a spring compressor - can't do it by hand really. I suggest you get a mechanic to do this job if you haven't done this before. Also have him check lower ball joints - they wear out as quickly as shocks. Put the full-metal balljoints (like from M3) - on Ebay $50 a pair. Total would be around $150 for all of the above labor.