Just FYI the H&Rs if I'm not mistaken, has a lower drop in the rear. I believe it is 1.25" drop front and 1.75" inch drop rear. If you do not have an AWD CX-5, having the rear lower than the front is not ideal.
As far as OEM struts and lowering springs, I am pleasantly surprised to hear Chris not having any issues with lowering springs. Maybe the CX-5 struts are better than most OEM struts. It is common knowledge though that lowering springs almost always decreases the life of OEM struts. This is because lowering springs will have a higher spring rate, which will not be what the OEM struts are tuned for. With a lowered CX-5, the OEM struts will have to deal with decreased suspension travel and having to dampen a higher spring rate on the springs.
Lastly, there are no Bilstein struts/shocks available for the CX-5. Your only option is to get Koni Sport (yellow) shocks.