Bilsteins are top of the food chain
For coilovers you'd also need a bracket and shorter endlinks made to attach to the factory Gxp sway ( not a bad option at all. ) or go buy new97-03 lower control arms and a doorman 35mm bar and be done with it.
If you want coilvers you can convert your existing set to them. Very simple process and gives you a way to select how stiff/soft you want to go. Both me and 4THGENCAMAROFAN did write ups on this alreads