I'd be wary of cheap amazon/ebay "coilovers". Quality control is usually what suffers and the damping is unlikely to be consistent. Unless you're willing to spend >$1000 on a decent coilover setup, you're better off with a spring/damper setup.
Any strut/shock for an ST will bolt right up. Since you have a hatchback with similar weight distribution, you might even be able to simply bolt up a set of OE shocks/springs from a low miles ST. Ride height might not sit quite as low, since the ST with all the extra stuff is heavier, but it should be lower than a stock Fiesta.
For upgrades, Bilstein B6/B8 part numbers for the ST and non-ST are identical. Otherwise, any aftermarket ST suspension components should bolt right up fit, including anti-sway bars. You don't need to change the front since the base already has a big bar, but a rear sway bar is a good option, maybe one of the first things you should consider before changing shocks/springs.
The main differences in the Fiesta front hubs are that the ST is drilled for slightly more negative camber, and has an altered steering tie rod location to quicken the steering, but they are otherwise identical for suspension pickups. Caliper mounts are positioned for smaller discs on the base models. sadly ST front brakes won't bolt up.