Koni's are probably the premier shock (and priced accordingly), but in my mind the fundamental question is whether the factory shocks are doing the job adequately or not. If the ride and handling are OK, why change brands from whatever the OEM equipment is/was? And if not, then the question becomes what is needed to give the desired result? Stiffer is not always better.
The suspension is designed to have shocks of some given stiffness and damping rate and changing that affects the whole system. Sometimes the factory errs in shock selection, but more likely they merely chose a different set of compromises than we might have chosen on our own. Some people like a firmer feel regardless of the effect on ride, while others want a plusher ride above all else. And of course, the type and quality or road surfaces you drive can, to some extent, make one type of shock more desirable than another.
And it's not so much a brand question, since Koni, Bilstein, Monroe, etc. all make shocks with different damping rates, which will yield different results without changing brands. Sometimes what you may want is simply a different model of shock (different part number) than the OEM version, i.e. different damping rate and different total damping effect. Since most of us don't know the engineering parameters anyway, the adjustable Koni's may have an advantage in that you can experiment to find what you prefer.