Stock shocks are fine for most people, and cheap to replace at jennysrc.com
If you want something more robust and easier to tune, the 6s arrma shocks are about as good as you'll find but require a little more work to get to fit. The above links will explain it better. Not hard, just extra steps.
The 4s arrma shocks are better than the stockers, and cheaper than the 6s, but might as well go 6s if spending the cash.
If you get 4s or 6s shocks, plan on needing new springs and oil, adding to the cost and complexity. Again can get the 4s or 6s from jennysrc.com.
The 2s/3s shocks are rebuildable if you want to go that route, just replacing the parts needed, but its only a few $$ more to get complete drop in set of 4 in most cases.
Avoid no name shocks, it's not even remotely worth your time. Leaky, weak, hard to find springs for.
Other shocks like proline and tekno are great, but can get expensive.