I have experience with both Monroe and Bilstein. The shocks on my 2005 F250 diesel needed replacement, so having grown up in Monroe MI, I opted for the Monroe HD shocks. They were total junk. Really bad sloppy ride, almost like I didn't have any shocks at all. After a week of that, took the truck back to Tireman and they replaced them with Bilsteins. What a world of difference. Truck handled well, bumps were soaked up without any sharpness, I was totally satisfied with them.
Haven't tried Koni, but I hear they are a good shock.