Mong, yes, there are plenty of people that have done this, but from other posts that I have read, it is not really recommended, especially if you have already accumulated a lot of miles on your current shocks already. Some people claim that they have had no problems whatsoever, while many others seem skeptical, or have run into some issues.
Here are some links to other posts --just do a search, you will find plenty of posts on here similar to yours with good information...
http://www.e90post.com/forums/showthread.php?t=316492
http://www.e90post.com/forums/showthread.php?t=144764
http://www.e90post.com/forums/showthread.php?t=198706
I just bought the H&R Touring Cup kit, which lowers the car by about 2". This kit comes with the springs AND shocks that were built to compliment the springs, but the shocks only come with a 1 year warranty, I believe. My problem is I just bought new 18" wheels and I'm not sure whether or not this is going to be too much, especially considering the sh!tty roads I drive on every day. If it wasn't my daily driver, I wouldn't be second guessing myself, but I'm still debating on whether or not to go with a less agressive drop.
I may have to trade these back in for some Eibachs.
I just found the spring & shock combination very attractive for such a low price.
Good luck w/ finding your answers.