Sachs, KW, and H&R are some of the best brands but can be very expensive.
If you want something inbetween that's good, but not pricey, check out FK Coilovers. They'll run you anywhere from $1500 to $2000 depending on which version you get (they have regular ones, or ones with Koni (or konig) Adjustables built in).
'94 Supercharged E36 325is (150,000 original km's)
-Vortech V9 G-Trim @ ~10psi w/ BOV
-255LPH Walbro fuel pump
-TEIN SS Coilovers w/ Pillowball mounts
-Keskin KT1 17x8.5 & 17x10
-Remus full catback
-Authentic Rieger Infinity I body kit
-SMT6 EMS (Untuned)