I agree with your decision.
I understand that most guys on this site have gone with the HD shocks, but I don't think I would. Even though slightly worn out, my original comfort shocks damp the ride beautifully. The ride is not too hard and not too soft.
My Mercedes Mechanic, who worked for Mercedes Benz on three continents, has told me that the HD's were engineered for the poor roads in South America.
He has also told me that the single best thing you can do to improve the handling of the car is to go with thicker sway bars. Stu Ritter in a previous issue of The Star Magazine in a technical editorial reported the same information. He stayed with the original comfort shocks on his W124 400E and 300E, and installed Sportline sway bars. He did not change to HD shocks. He also installed the braided steel brake lines.
Just my $02 cents (and with another $0.99 cents you might be able to buy a cup of coffee)...
2001 E430, Bourdeaux Red, Oyster interior.
1973 280SE 4.5, 170,000 miles. 568 Signal Red, Black MB Tex. "The Red Baron".