I am going to buy some Bilsteins as well, and have done a little research on them, and here is what I found out driect from Bilstein.

For the 2002 X 4WD:
Rear - BE3-6422-H0
Front - B46-1099-H2

If you have a 2wd, then use these on the front:
B46-1099-H1

I'm going to buy mine from eshocks.com in the next week or so.

Hope that helps in your decision making.