I've just put Bilsteins in my RS4 Stagea, got them through Car Torque here in Adelaide for a very good price, also did swaybars, still waiting on the rear to come in. Dave at Car Torque is getting some sway bars made up for the rear of the Stagea at the moment, people use the whiteline ones but the links don't sit strait and sometimes the bars don't bolt on at all. That's the problem I had.
Some notes about the shocks etc.
The shocks I used were R32 GTR fronts, R33gtst Rears
The front's come with 2 circlip grooves, the rears have only 1.
Using the heighest circlip grove on the front makes the spring seat sit approx 24mm lower than standard, the second groove is another 10mm lower again.
The rear springseat sits approx 10mm lower than standard.
Using the standard grooves, heighest on the front, the car will sit nicely but a little higher than ideal with the standard springs.
Machining one extra groove 10mm lower on the rear shock and using the lower groove on the front will have to car sitting at a better height, guard heights or 360mm front, 355 rear (approx, calculated)
I was going to engineer a set of springs to get the ride height spot on without any machining but I found that I already had lowered Tein items in there so I machined circlip grooves to suit.