I think it depends how crazy your going. We fitted eibach springs and bilstein shocks to craigs S4, but the bilsteins were the same length as the stock dampers so i doubt your going to have any issues with bottoming the shocks out.
If you stick to a mild amount of lowering, ie 20mm, i suspect the sport dampers will be fine. any lower than that and you start getting negative handling traits anyway so its not really advisable regardless.
Also, imo, unless your planning on spending a LOT on coilovers, you'll have a better setup at the end of the day fitting some eibach "pro kit" springs now, and dropping in some Bilstein shocks later instead of going to cheap coilovers. You'd need to spend over 700quid on coilies to get a setup that will match the eibach/bilsteins imo, and the only advantage cheap coilies will give you is allowing you to lower it enough to mong the geometry, while destroying your ride quality at the same time.
Oh and before you take it apart, read the haynes manual section on refitting the top mounts. I didnt and it took me hours to work out how to align the top mount and the damper fork!