I have them both installed on each of my cars (Bilstein on the cat, Blues on the Bird). A direct comparison is as stated above, the Bilsteins are noticeably stiffer. I drive my bird hard into corners and I like the way it handles better than the Cat, which is obviously more than just shocks making the difference.
1994 Thunderbird - 2000 4.2L M5R2 now on the road!!
1995 Thunderbird - 2002 Alum 4.6L SVO - Awaiting transplant...
1996 Cougar - 2004 3.9L 4R70W