Springs are all looking to be in the < $400 range, whereas the coilovers are going to be $1800+. The advantage of the springs is the cost. The advantage of the coilovers is that you can dial in the exact height that you want, and in some cases, adjust both the rebound and compression.
Another huge advantage of coilovers is that you are matching the spring rate to the dampening in the shock. If you just replace your springs, you are likely running a spring rate that wasn't tuned to work with your shock/damper and won't give the best results.
You can also run a much higher spring rate with the right dampers which will give you more performance on the track (if you're into that sort of thing).