To be clear, the Koni's are not technically coilovers. they are actually just replacing the factory DRC struts/shocks with Koni units. You retain the factory springs which is why the ride and height stay close to stock. For details on the Koni's, check this thread:

http://www.rs6.com/showthread.php/23...light=koni+diy

For true coilovers, popular choices are the Bilstein PSS9 and KW variant 3. Both of those are around $2K and both are going to be quite a bit stiffer than stock, although they allow adjustable ride hide and damping, so you can tune them to your liking. I had the Bilsteins on an A4, and even at the softest setting, were still pretty stiff.

There are not many (any) coilover setups for $1K that I would recommend.