I have Bilstein B12 Sportline (B8 shocks + Eibach Sportline springs) on mine, along with Neuspeed front & rear ARB and WALK. I've had the car since new (2008) and ran stock shocks with all the other mods to 85k. The B12 made the car much less crashy, and very smooth. Much more control over harsh road surfaces, the stock setup used to bottom out and catch the (8J) wheels I have on occasionally - never happens on the B8s. The car handles very well, and is not too low for ramps/speed bumps etc which was important for me. Can't recommend the B12 highly enough.
One note, change the springs when you do the shocks - they're not much more and, quite frankly, it makes sense to get new together.