First don't believe everything you read on Miata.net (or here) lots of valid opinions and good advice but some clueless folks as well.
You really need to figure out what the cars primary role will be and how much you want to spend.
For me mine is an SCCA Stock Class Autocross car and my wifes Miata is a daily driver.
For a Street car the Koni STR may be a worthwhile and cost effective update plan to put those under the wife's car this winter, or maybe a set of Bilstiens......
More here ->
http://www.good-win-racing.com/Mazda...on/Shocks.html
I'll like a larger front sway-bar but I do Autocross the car regularly.
Let us know if you need any help lots of us west-siders have experience changing the shocks on a Miata!