You've already hit the nail on the head - you get what you pay for.

Had Koni coilovers on mine, found them to be very good, eventually all the adjusters seized up but that's probably as much because I didn't maintain them enough than because of a problem with the suspension.

I believe Koni shocks can still be overhauled/rebuilt as well, so a better option if you plan on keeping them a while.

I've just replaced mine with Bilstein dampers and Eibach springs.