I'd better add my two bobs worth to this cracking thread...
Motorsport bought us the coilover... Having worked in the industry long enough to know the benefits and also the down falls to coilovers (just ask Petter Solberg of what can go wrong)
Manufacturers spend Millions on R & D and testing of new cars... Yes they usually come to a compromise with ride quality, handling, etc.. But remember there usually making a car for the masses!
Suspension companies such as Ohlins, SACHS, Eibach, Reiger spend equal millions on motorsport and R & D to perfect the fastest way around a circuit and or rally stage...
Before choosing a set up, decide what you want first? Do you use the car everyday? Is a weekend toy / track day special?
This therefore should give you an idea of what you'll need... Care should be taken then when choosing your set up be it coilovers on springs and dampers...
As I've had vast experience with the Subaru community it astounds me as to what people will fit to a car (cost is usually a deciding factor over quality or suitability) As someone who sold £10K set's of Ohlins dampers there a reason these are £10K not £600 for a set... Look at track history, this will give you an idea of the quality of a Coilover.
TEIN for instance are very good coilovers, designed and manufactured (mostly) for smooth Japanese roads and race tracks... If your using the car every day then you'll just rattle the car and yourself to pieces!
Remember when choosing a coilover setup your buying into a motorsport derived product... it is less reliable, higher maintinece than a damper / spring combination...
I struggle in these times to sell £2K sets of either Exe-tc or AST coilovers due to the influx of cheap coilovers... Are they a better product? Not really, some I've never heard of before.. What happens when one starts to leak and or you need it repaired? New set usually!
Quality from coilovers from Eibach. AST, Exe-tc, Ohlins etc can be repaired, or re shimmed to suit various requirements. And there is usually a dealer local that can sort this out for you.
Back to Petter Solberg. He's a professional driver, world champion in his field... Most professional drivers can give feed back to engineers to refine, develop a set up! Why is Petter my case... He used to get lost with setups, changes he would make at the start of a stage would result in slower times and an ill handling Impreza.. More setup options the more chance most of us as punters have of going wrong and ruining a good car!
Apologies for the rant. Just remember what your looking for from your car and what you use it for to determine the correct or best suspension setup.. And ALWAYS have it setup by a professional in the field of suspension!