You can't go wrong with 3Racing dampers for the Kyosho Lazer. A full set of 4 for under $30 shipped. They do require minor modification, I believe the fronts are a bit too long but that's easily remedied by inserting 5 or 6mm of plastic spacers inside the pistons to limit the shock travel, and/or changing the ball ends to shorter units. I personally hate the 5.8mm balls and open ball ends Kyosho uses, they wear out too easily and shocks are always popping off. I swap those out with 4.8mm alloy balls and ball-cups, also available dirt-cheap.
The shocks are also a bit stiff as-is, but lighter weight shock oil and opening up the plastic piston ring holes takes care of that. Once you've dialed them in, they work just about as nice as the Golds do...for a fraction of the price. (I'd avoid the Duraleaks shocks.)
http://www.ebay.ca/itm/3Racing-Aluminum-Front-Rear-Damper-Kyosho-Lazer-ZX-5-ZX5-01-BU-/200695277039?pt=Radio_Control_Parts_Accessories&hash=item2eba5ee5efThis pic makes the fronts look way longer than they are, but keep in mind this car has very short front control arms, not the Optima/Ultima's stock-length arms:
