An HD shock is much stiffer in comparison to a OEM "comfort" shock. Sport shocks usually are exactly the same as HDs with the exception that they are shorter in length to accomodate a shorter spring. So...if you have aftermarket springs, it wouldn't hurt to get sport shocks. Since you have 18s and the ride is pretty harsh because of them and you don't have sport springs, you may want to consider using OEM comfort shocks to offset some of the harsh ride from the 18s. It mainly depends on preference. If you are really into handling and "sport" and can deal with a rougher ride, get a stiffer shock, otherwise I would say comfort shocks.
As far as which shock...wherever you buy the shocks will know which ones fit your car. There are a few different manufacturers, but Bilsteins, although a little pricier, are generally regarded as the best.
tirerack.com and eshocks.com have a good selection
'86 420SE Euro
904 Midnight Blue, Gray Velour
Dad bought it new, now I own it.
"A Mercedes-Benz is like a fine wine, it only gets better with age."