Shock absorbers are considered to be wear-and-tear parts, and might require replacement around every 100000 miles depending on usage.
Failed shock absorbers will affect vehicle handling at high speeds and cornering besides the ride comfort. KYB absorbers are good, but they might not last as long or have the same warranty as originals. All in all it is difficult to say what is better.
In regards XXXXX XXXXX they might be caused by bad absorber's bush or some other bushing in the suspension, so i suggest to have this checked out before buying any parts.
If your CLK does not have a level adjustment system the shock absorber (aka strut) is separate from springs. This means it is quite easy to replace them, and besides the parts, the labor costs should not be to high (2-4 labor hours for usual repairs).