i also bought my bilsteins from shox.com, i ended up paying $389 shipped for all four. yes, the bilsteins come with new bumpstops, about 1/2 inch shorter than stock, and made out of much tougher material.
i lowered my car with neuspeed sports and bilstein HD shocks, and i can honestly say that the ride quality is much better than any other lowered car i've ever ridden in.