The 2003 to 2006 were real bad to start of with. Really soft suspension setup.
I just changed my springs and shocks on my 2006, and your should be same as mine.
The front comes out of the car as 1 unit, but then you can remove the shock from the stut assembly to just change out the shock.
Due to the fronts being a strut setup, the shocks are relativley expensive.
The rear is only a eye to eye shock and they are cheap, so i would also recommend changing all 4 shocks. On mine (130000km) the rear was terrible. Bouncing all over the place, i felt like a booble head after a speed bump. Also the rear are real easy to change compared to the front.
With the fronts, some parts of it are a 2 person job.
Daystar web have a lift space to lift the car, and they have instructions on how to install it. In the process the instructions show how to remove the front strut, which is the instructions i used. I am not recomending the Daystar lift space, simply use their instructions.
http://daystarweb.com/attachments/in.../ka/P11415.pdf
Also if you choose to go Old Man Emu, they are cheaper in the US than in Aus.
Kia lift kit, suspension, accessories
these guys are the cheapest i have found for the OME.
But if your just looking for a better ride, you can simply go the local Monroe's or people seem to also like the KYB. That is if your happy with the stock ride height. They are also MUCH cheaper!