I was very impressed with the H&R coilovers on Dippy's car

Other than leaving the suspension alone, what are the cheaper options. If I was to put new standard parts on would I need to change just the shocks or do the springs wear as well?
I know some people have used standard RS4 suspension, but can I use this on my saloon? People have tended to pick this up 2nd hand, but is it a cost effective solution to purchase the RS4 suspension new from someone like VAGparts?
What about other, non-coilover suspension kits? Any one have experience of these on an S4.
I done want a bone jarring ride, but wouldn't mind it a touch stiffer (Ooh missus!). I'm not looking for the ultimate handling, I just want to tighten things up a bit.
Would like to hear your experiences.

David