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For what its worth ... If you look at Bilstein and Koni web sites, you will not find a shock made specific to the 97-04 Z's. Bilstein does list a shock for the 97-04 Z51 suspensions. Not 100% sure ... but this would lead me to believe you will have a hard time finding something out there. I have an '04 Z and the ride is pretty incredible and not nearly as harsh as I had expected. Since the shocks are designed specifically for the Z and its suspension and with handling that approaches or reaches 1.0 lateral G's, you probably wont find better. Longevity of shocks of course could be another issue.
My suggestion would be to stick with a Z shock and go with the '04 version if not already an 04 as it provides a better feeling/less harsh ride than 01 - 03 (as I have read on the forum) while maintaining and actually improving on track performce (according to GM of course).
I agree with Andy64. For my '02 especially at DE's the '04 Z shocks made a very noticable difference. On the street they are much firmer but I like the feel. I got them through a vender here but I can't remember who...just know it was a dealer somewhere in the Mountain States...perhaps someone knows the dealer's name off the top of their head.