The standard (Comfort) and HD Bilsteins should be interchangeable, although you might find that new shocks will raise your ride height a little bit vs. worn shocks. Seems to be more in the front (maybe because Bilstein seems to spec one shock for all the engines in a model line)

The sports are designed for shorter springs, and will give you less travel than the HDs.

I've driven cars with the standard replacements and the sports - the sports are definitely much firmer than the standard ones. Handling is noticeably improved and highway driving isn't too bad, although I find that around-town driving on bad roads can get pretty rough.