I think youll find people do different things. I think X-Ray recommends that you build shocks with no rebound. If you pull the shafts out before you whack the caps on then you will have rebound (ie when you push the shaft in it will rebound back out by itself). If you build 4 shocks together then you should match shocks with the same rebound then put then put one pair on the front one on the rear.

Different rebounds in shocks will effect the handling of the car just like selecting different springs.