Mazdaspeed, Koni, and Bilstein all have shocks available for our car. The bilsteins require a slight modification to get them to fit correctly but I've heard its simple. Koni have a couple models available, including a complete set of lowering springs w/ shocks or adjustables if you're going for real performance. The mazdaspeeds I know nothing about they are probably just valved with a little more damping than the stockers to match the mazdaspeed (eiback pro-kit) springs.
The Koni adjustables are available through the sponsor in my sig.