You'd probably be alright with KYB GR-2s. Your '95 undoubtedly is not as tight as it was stock, and people looking for a 'new" stock feel are occasionally less than completely happy with the GR-2s because they're just a little too stiff to be called an OEM replacement. Sounds right up your alley. They'd also cost you a fraction of the cost of coilovers, which are excessive for the average street driver.
if you're trying to get close to a BMW, i'd also check out a strut tower brace and your options with sway bars, and replacing all of your suspension bushings.