Depends how much you want to spend, good coilovers are well in excess of $1000 where as springs are like $350 for king springs.
I had SSL king springs in my r32 gts which were really really stiff, the ride quality was very poor and i clenched every time i saw a bump in the road. In my A4 i have Koni fully adjustable coilovers which are brilliant but cost me an arm and a leg.
I would always recommend coil overs as you can adjust the damper and the ride height, but dont go for cheap knock offs and they will sh** themselves very quickly.