I have Bilsteins on my MM coilovers and I absolutley love them. The ride is great. Under normal driving, the ride is firm, but not jarring at all. But when I want to toss it around a little, they handle really nice.
But it all depends on what you like. Koni's are nice because you can adjust the setting from soft to firm. I went Bilstein because there is no fuss. It adjusts to your driving style.
They are both worth the money when matched to the spring rate.