You should never replace a single shock with a different type. They should match.

If your car is fairly new, you can replace them individually if you use the exact same replacement parts. If your car is older, you will not be able to get a shock that matches the worn other side.

Front to back is important too, but tends to be ignored. New shocks on the front will give you a tight car, and new shocks on the rear will give you a loose car. You don't want either.