When your lowering is it best to get new shocks to ?
In an ideal world, yes. Specifically some shorter/uprated dampers that'd work better with shorter springs. So something like Bilstein B8 or VWR.
You can just stick the springs on with standard dampers, but the dampers would then wear faster than they would being run at a normal height. You'll find if your dampers are getting on a bit (say 60k) the ride will soon become a little bit rough and crashy.
I've been on standard dampers with my H&Rs for 18 months or so, and while the ride isn't terrible I can definitely feel it getting a bit choppy. I considered replacing my shocks with new VWR dampers (which by all accounts is a good combo in terms of ride and performance) but I'm going for coilovers instead so I can go a bit lower.