Coilovers are the performance oriented choice. Many of them have adjustable ride height (as was mentioned, by turning a nut) and also many have adjustable dampening settings. Coilovers tend to give a harsher ride.
As for springs, they are less performance oriented, they are more for appearance. The car will ride a bit rougher because they have to be a bit stiffer to make up for the reduction in suspension travel. I have the Tanabe springs on my car and they work for what they are... eliminating the retarded wheel gap from the 17's. They are a tiny bit stiffer (manufacturers specs say <5%), but it doesn't really help the handling much unless you also replace the struts. They drop the car 1.5" though, which makes it look a million times better, especially if you have aftermarket wheels/tires. I don't really bottom out on things, and I do drive on some rough roads (2 of which were just named as the #2 and #3 worst roads in our province. Only thing is the front lip will scrap if I go into a driveway too fast. Its really not that low though, still got plenty of useable ground clearance, and I have taken mine down logging roads loaded down with kayaks and camping gear without issue.
The bottom line though is you won't gain much handling without sacrificing an amount of comfort. I didn't bother changing the struts on mine, but I did install front and rear strut tower braces and it corners fairly well now, alot better than stock anyhow.