It all depends on what you want to do.
I myself just wanted a mild drop without the need to get all the other stuff, so went Tein S-Tech route
With coilovers you of course have the freedom to lower to what you want, but same applies as above when you go lower than 20mm.
The advantage of getting coilovers I can see is that if your OEM shocks are starting to get tired and need replacing at some point, then coilovers would take care of two things in one go.