That's probably the best. Not too firm for street, but still firmer than OEM which should pair well with Bilsteins.
Bilstein makes the best dampers regardless whether you're going after or comfortable. They are praised all over the BMW forums for being very long lasting and offering a good blend between sporty and comfortable which would pair excellent to Mazda's chassis. They are both cheaper, longer lasting and out-right better than Koni making it an obvious choice. They are not adjustable which is irrelevant for 99% of us and the safer choice VS. coilovers for sure.
I agree. In stock form, the dampening is tuned to be rather comfortable (for such a sporty, multi-purpose chassis design) where any driver can get in and say that the ride is good yet still feels very rewarding/communicative for novice drivers learning the limits of their cars. Once you start to push, there is too much body-roll and the steering becomes soft.
It depends on what sort of roads you drive on, but B6 is not overly stiff when paired with appropriate springs on any decently paved road. It's the appropriate balance for spirited driving while B4 is a good OE replacement. A great tip would be to install sway bars if you want to reduce body roll and increase steering precision with a negligible increase in ride harshness.