Neuspeed Koni SP3. The shock bodies are shortened by 20 mm, the height adjuster has 5 positions instead of the normal 3 (assuming you're using a plain spring and not a coilover sleeve), and it is revalved to provide good damping over a shorter stroke. $510 for the set from tornactive.com.
What do you mean by "cheap"? That could be anything. Define a specific budget.
If you're looking for something a bit more affordable, Koni Special (a.k.a. Red) will work pretty well and they're about $325 for the set depending where you buy them from. They have adjustable damping, but you can only adjust them when they are not on the car. If you want a more easily adjusted shock you can get a set of KYB AGXs which are about $400. Tokico Illuminas are perhaps a bit nicer than the AGXs but they run about $470 for the set which is awfully close to those Neuspeed Koni SP3s which are really the best option (within reasonable affordability, of course).