Mine was strictly an availability choice really, but got the DLX. Yes, I will probably in time upgrade the shocks. The stock ones aren't horrible but there's room for improvement. I was a little put off by the I4wd as well, but I probably wouldn't have let that stop me from buying it... But I agree, they should come with a winch or a roof.
Options, well you're going to screw with the thing anyway OP. I have never know a soul that was telling the truth when they said they were going to leave their Jeep, Harley, or now side x side stock. Just not going to happen so don't lie to yourself and buy what you like and if it's the Dlx then just order some Fox shocks at the same time right? Just from my reading, the Dlx is a more buildable machine because you might not like some of the upgrades on the LE.