Types of shocks
It is important to note that when changing struts or coil over shocks that you should also change the mounts. The mounts often have rubber parts that wear out over time, so that even if you do replace the struts the car still won't ride as good as new. Also labor will be one of the major cost items so you might as well have your mechanic change them since eventually they need to be replaced also. You don't want to pay $80/corner in labor twice.
Traditional aftermarket brand shocks are junk. By this I mean Gabriel and Monroe. These parts are typically designed to last 10-20K miles only. The problem is the labor to put them in often costs more than the parts themselves. So even if you have a lifetime warranty on the parts it won't matter since you still pay for the labor over and over. Don't make this mistake unless your car is on the brink or you're gonna sell it.
Brands of shock absorbers I recommend based on my experience working at a major automaker.
To learn more about how shocks work check out the following links.
Monroe web site.