I would go with the Konis for sure. They ride about the same as the KYBs when they are both set to full soft but they ride much better when turned up. The fact that they only adjust rebound is the deciding factor there. You generally only want to change the compression dampening when you change the unsprung weight of the car unless you're tuning around some crazy stock spring/sway setup.
If you're planning on upgrading to much heavier spring later, you will be glad you got the Konis. Not only do they tend to deal with higher spring rates better (~400+lbs), you can always change the valving if they get out of their useful adjustment range. And as they wear (like all shock will), you can use the adjustment to compensate for that. The KYB's are great for stockish spring rates but they adjust the compression way too much when you start to turn them up. Not only does this affect ride quality but if can making the overall handling fairly funky. Funky-- that's a technical term!
I've had both and while I do think the KYBs are a good shock, I don't think I would go back to them unless I was severely restricted on budget.
The Bilstiens are good shocks too and will handle a fairly spring rate but they tend to ride harsher then most people want. The off-the-shelf ones aren't as bad as the R-package ones but they still aren't what you would call plush. Considering that they usually cost as much if not more than the Konis, I think it's a no-brainer to get the Konis.
The Konis also have adjustable perches (3-way) so you can go from stock height, R-package height and lower fairly easily.
Jim