While working on my Odyssey I noticed that the dampers were starting to leak. Leaking dampers aren't long for this world so I decided to change them. It's not a difficult job, one that a DIY could easily do in my opinion. You may run into issues like you often do working on old rusty vehicles though. Just to be prepared, you might want to have a torch handy. A torch is my goto tool when I run into stuff like that. I also recommend using air tools to remove old rusty fasteners. It really cuts down on the broken fasteners. As for the type of dampers to use, well, that's up to you. Personally, I think the OE stuff is the best. You will pay for it however. I'll leave that up to you and your budget. Here's some useful links for you.
Using a Torch: http://www.youtube.com/watch?v=LPlndTrPK6A
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Rear Damper Replacement 2001 Honda Odyssey -Ericthecarguy