I am also in the market for new shocks for my 2001 Ford F250.
While I have also heard very good things about the Bilstein shocks, I think I'm going to go with adjustable Rancho's:
http://www.samsoffroad.com/samsoffroadsto/index.html
The advantage is that I will be able to adjust them to be nice and stiff when I hook up to the heavy load of the rig, then soften them up when I'm running solo. The in-cab control will make that change effortless.
One of my many projects to tackle once it gets warm outside...
Eric