If you want to maintain auto dampening, the Monroe's are the best deal and will perform like OEM (via amazon or rockauto);
Monroe 40034 "Rear; Escalade Base Model; w/ Electronic Suspension" $238x2
Monroe 40044 "Front; w/ Electronic Suspension" $238x2
If you only want to maintain auto leveling, and are willing to loose the auto dampening, the Arnott/Bilstein shocks (ARNOTT AS-2127) will save you some money compared to the Monroes, at $350 for the pair on ebay.
I personally did the Monroe's on the front, where the effects of the auto-dampening are significant and went with the Arnott/Bilstein product in the rear, to save a few dollars where I could. You could also use standard shocks and resistors to bypass the SCM, which is the cheapest options, but results in the worst ride quality.