Bumby? Bumb? Do you mean bumpy and bump?
The stock shocks are acceptable, but at 40K they are likely getting worn out. However, if you're complaining about little bumps being transmitted through to the frame and body, if anything, worn shocks would be less likely. I know with my Bilsteins I almost can't stand surfaces with little ridges, but then again, I have the ones that are valved 20% stiffer than the stock valving and I know that's to be expected. I haven't experienced Bilsteins with stock valving, but from what I gather they're quite nice. I got the stiffer ones because I tend to haul a ton of crap around when off-roading and they really make a difference then.
If your suspension is stuttering after little bumps instead of settling down immediately, that would be a sign of badly worn-out shocks. You can put a piece of 2x4 lumber in the road an drive over it at 20-30 MPH while someone watches, if the tire keeps bouncing after running over it, your shocks are shot.
Brent