I went with the stock SVT struts and shocks, part number M-18000-ZX3. This spring/damper combo is commonly referred to as the FRPP kit.
You can also go with something a bit more aggressive like the Koni "Orange" ST.R or Koni Yellow, but they are more expensive.
Mine: 2006 Mazda3 s GT Hatch: 115k, Gray, Manual
Gone: 2002 SVT, #1654
Hers: 2012 Focus Ti Sedan: 55k, SGM, Manual