Your Ride: 1991 318is (e30 m42), 2007 Mazdaspeed 3
i'm not sure about what type of shocks you need or if you can still use the regular e30 bits and peices i'm guessing upfront for sure. You can just do springs, however, many people report a bad ride and if you don't change to a better shock that you destroy the ones you have fairly quickly.
I have Koni sport adjustables on mine and love it with my springs(dinan). Everyone always has great things to say about bilsteins so they would be well worth looking at too. A lot of people seem to like the Ireland Engineering Stage 3 spring, the H&R Sport is also pretty popular.
shop around for spring & shocks - but don't just do springs - couple of reasons;
#1) you don't want to do the job twice
#2) if any parts are worn - new parts are going to amplify the worn part(s)
#3) don't forget associated parts, bushings, bearings, etc... having everything right there when you do the job makes the experience and final results worthwhile.