Generally when you lower your car you end up with higher spring rates and different shocks which is a different driving experience than the stock springs and shocks. You'll feel the bumps and potholes a lot more, but you tend to get better cornering and stability when driving at high speeds. Some people are ok with this and some people dislike the harsher ride in the city - particularly if you live in a city with poorly maintained roads. Specifically with the xi's I've noticed that the car tends to float at higher speeds due to the rake allowing air to push up on the bottom of the car. Aftermarket suspensions tend to correct this.
KW V1 and H&R coilovers are popular choices - probably because the vendors on the boards push them pretty heavily. Doyle will say that the spring rates are out of whack, especially on the KW V1s. That being said the KW V1s and H&R coilovers are on the cheaper end and a lot of people do seem to like them. From a pure aesthetics standpoint they are the cheapest route.
I believe MassBimmer is on 18's and is running an H&R spring with Bilstein shock combo. I'm sure he'll chime in
