back in the day, i had cheap white shocks.
i replaced those with rancho 9000 adjustables, and it was life changing.
later, those got swapped out for some bilstein 5100's, and it changed my car.
when i polished my 30, i threw in some bilstein 7100 shortbody's at 255/70 and it took everything to a whole new level. i didnt think a car could handle that well!
broken one of those (shocks shouldnt be limit straps) and bought another pair at 275/78, and was even happier.
Then we built 4643, on 13" Bilstein 9100 2.65" shocks tuned by Bilstein, and it was a total new thing. Nothing I had ever driven before that was on the same planet.
Later we paid Wayne at Alltech Motorsports more than we paid for the shocks to retune the car, and he redefined fast for us yet again.
Get the best shock you can afford to buy. Each level is an order of magnitude better than the shock below it, the fun-per-dollar is increased with each new shock.
King makes the best full race shocks. You can try to argue it, but its like trying to talk to a tree. That said, there is a HUGE disparity between their race shocks and their 'pre runner' shocks that they sell to consumers. Those shocks are total junk, and still bloody expensive.
Fox also makes a great race shock. Again, going down in grade from full race and the quality doesn't pan out.
Bilstein makes an excellent race shock. They have the biggest body (2.65 over 2.5) in the class, they don't do 3.0 stuff like the bigger brands, but they have neat internal stuff the other vendors don't make that mostly make up for it.
More importantly, they have the best consumer level shocks available. The 2.0 9100 is attainable by pretty much anybody. The 7100 is not only way better than the consumer level fox or king shock, it comes prepackaged in a large assortment of valving and is tune able beyond that. Its commercially available in a short body config (they cut down the internal stop, and run a 12" shock in a 10" body, giving you 12" of travel at a 10" compressed length - great for our XJ's).
If you're trying to up your game, I would at minimum do a Bilstein 7100 shortbody shock. 12" all the way around, 255/70 or 275/78, or 200/100 if you have a swaybar.
Best deal outside of a buddy hookup is usually eshocks.com.