Funny you should ask this question today of all days... because I just had my coil-on-plug coils turn up - today! I run Motec CDI and was running an outboard coil with short leads.. It was pretty ugly and as Rob just pointed out, its good to do without the leads. So this is going to be the new config.
These coils are 1.4ohm (0.8ohm available), are specifically suitable for CDI and I ordered them with optional adaptors that screw into them and make them able to fit over standard Spark Plug terminals. I am preferably going to find a spark plug with the removeable terminal so I can screw on these coils directly, but at least both bases are covered.
Mark from WeaponX was very informative and was happy to answer quite a few questions in detail.. hopefully I didn't annoy him too much, but when you find someone who 'will' answer, its good to get all those burning questions asked!
I have been looking for a suitable coil on plug CDI based set up for quite a while (over a 2 years on and off) - getting accurate information on things has been much harder than you would think.