Howdy Folks. Hey Troopy. It sounds to me like you are looking for a softer ride? If that is the case the best bang for your buck will be spent in the shock department. As a standard, I like Rancho shocks. I would also do some investigating into the general condition of the suspension system. Road stabilization generally comes from anti-sway bars. Make sure your sway bars are in good shape (not bent or cracked) and that they have good rubber on the ends (and good links). Beyond that, I would make sure your torsion bars haven't been overtightened. Also check control arm bushings and ball joints. If you have any grease fittings down there, it's a good idea to hit those too for good measure.
Air shocks probably wont give you better performance. I generally only install these on vehicles with heavy campers or people who do occasional hauling. I do recommend air bags over air shocks however, as air shocks can break the shock mounts on occasion. Still, I think your first thought is correct, try some new shocks.