Looking for smooth shock absorbers...

I need to replace the shocks on my roadster, and I've heard that Sachs shocks are pretty nice (apparently they are big in the UK) - any thoughts or other recommendations?

Welcome to AF.
What make and model of car do you have?

I suppose that would help! I have a 2002 BMW Z3 Roadster... any thoughts?

It depends on what you are looking for. If the rest of the suspension is stock and you are simply looking to replace a worn component, IMO any name brand replacement would be okay.
If price is no object, Bilstein has an excellent reputation as a premium brand.
My parts guy claims brands like KYB are generally a lower-priced alternative to premium brands but seem to work well.
I have no experience with Sach shocks, though.