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The standard MX5 coil over shock absorbers are just fine for Exocet. The MX5 rides a little soft so with the Exocet being so much lighter the car stiffens up.
If you prefer the "slammed" down look you can buy lowering springs or if you require adjustable ride height you can buy replacement adjustable shocks quite cheaply.
The ultimate is to buy Gaz or Protech shocks, these have ride height adjustment and damping adjustment.