Yes, the H&R sport springs will work with your stock shocks. However, paring up an aftermarket spring with more aggressive spring rates will cause your OEM non-sport or sport shocks to wear out over time. This is due to the fact that OEM shocks are simply not meant to handle the more aggressive spring rates. Think of it this way, you're putting a shorter spring with a longer shock body. The shorter springs will cause the shocks to compress to its maximum setting every time you hit a bump due to the longer travel distance. What this can cause is what's known as bump steer and jarring of the ride. This is what for the most part affects ride quality.
Let's break this down in terms of cost. You'll spend about $230-300 bucks for aftermarket springs, another $250-300 for an installation, and another $65-$125 for an alignment. When your OEM sport or non-sport shocks blow your going to have to spend another $700-800 on shocks, another installation fee, and another alignment. If you calculate that all together, you would saved a whole lot more mone5y doing it right the first time around. A coilver system is definitely going to improve the overall stance, aesthetics, and handling characteristics of the car.
As gizmo335i mentioned he himself had to go through this three times before he got it right. The XI models have it tough as there aren't as many choices available for suspension mods as the RWD models. One of the most popular choices is the KW V1 XI coilovers.