Eh, according to Neil V's conversation with a Bilstein engineer, the Sport shocks were actually copied from the Mercedes OE Sportline dampers! They are VERY similar in stroke, valving, etc. I would expect little if any performance difference between MB Sportline and Bilstein Sport shocks/struts. Which to buy, IMO, depends on which you can get cheaper.
The Bilstein Comfort and the HD's are not designed for a lowered car. The Sport and Sportline dampers are, as well as the 500E front struts. Any of the ones designed for lowered cars should work OK with Eibach springs (or most any 124 lowering springs). I have never heard of Bilstein Sprint shocks, at least for the 124 chassis.
BTW, if you're going to be selling some good used Sportline shocks/struts, drop me an email... I might be interested!
HTH,