I've used both HKS and Tein on a few of my cars. HKS is more of a hardcore track suspension. It was very stiff and the ride was very harsh. However the car handled like it was on rails. Tein on the other hand is a good compromise between price and handling. It offers improved handling as well as height adjustable and also is decently priced.
Depends on what you are doing to your car and how you want to lower it. I don't have any experience with either of the brands that mazda2-guy mentioned but I've tried Eibach springs before and they were pretty good.