Have a bit of a leaky shock and have been toying with using this as an opporunity to upgrade.

Main improvement needs to be for comfort (21" wheels don't help) so has anyone tried anything other than stock for replacements?

Bilstein shocks are supposed to be good. Ive got kyb on the rear of my old a6. 

Hello Terry,

I fear 21 inch wheels certainly don’t contribute to a comfort based ride, and I seriously don’t if ‘upgraded’ shock absorbers will improve that. ‘Upgraded’ usually equates to even harsher rides. 
Bassett Steve says, Bilstein are reputable, and it might be worth a phone call to their technical chaps to talk it through. 
KYB? I have fitted these on non Audis in the past, and my experience point towards them not lasting as long as I would have expected. 
Kind regards,

Gareth. 

Hi Steve and Magnet,

Thanks for your replies.

When I used the term "upgrade" I really mean something that might offset the issues that the 21" wheels cause.

I rarely drive fast and when I do it is usually only overtaking on a straight.

Thanks Terry,

Yes, I did understand the use of ‘upgraded’ in your context - hence the reference to the overriding affect of 21 inch wheels ( with very low profile tyres?). 
Although I understand that you have to replace the shock absorbers, I doubt if ‘softer’ ones would be available, and indeed if they were, they are unlikely to counter the comfort reducing issues resulting from low profile tyres ( and sports suspension?). 
Still…. worth having a word with Bilstein. 
Kind regards,

Gareth.