There are a couple of big differences to keep in mind when choosing between coilovers and Strut/Spring Combo's.
First is that there are a lot of springs out there, but many of them are designed to give the car a certain "look" rather than improve the car's handling, and these usually end up lowering the car too much. When you are picking a Spring, or a coilover for that matter, you have to decide if you want the car to handle better, or if you really want a dramatically lowered look, and understand that if you mainly want the car lowered, there will most likely be some trade off's when it comes to handling and strut life.
The next thing to consider is that a well designed coilover has a spring rate and damping rate that are designed to work together. A lot of what you get when you pay for a quality coilover is the research put into their development. This can make your life a lot easier because all you have to do is bolt them on, and adjust the damping a little (if the dampers are adjustable), and away you go. When you buy a strut and spring separately, sometimes you end up doing the R&D yourself. That being said, there are a lot of combo's out there, and hearing what other people have tried and liked can point you in the right direction. Generally, I would say that as long as you shoot for a spring that doesn't lower the car too much (about 1" or so in front, and the same or less in the rear), and a damper that is a bit heavier than stock or is adjustable, you should have a good chance of being happy with your set-up.
Last is adjustability. Coilovers have a lot more adjustability than a strut/spring combo. Ideally, you would want a coilover that is double adjustable, which is to say that you can adjust spring pre-tension/spring seat height independent of ride height(moving the entire damper up and down). The advantage of this is you can raise or lower your car without losing suspension travel, or changing spring pre-tension. This can be really handy, however, you need to set them up correctly, otherwise you can actually do more harm than good. For many people, this may very well be over-kill, and for a car that is mostly driven on the street everyday, etc., this may very well be more adjustability than you will ever need.
If you are concerned about your suspension being too stiff for every day driving, you will most likely be happier going with a set-up that has a softer spring rate that will give you the ability to ratchet up your damping rate as needed. Suspensions with a higher spring rate, versus a higher damping rate will behave differently, but if you want something that will be softer on the street, focus on the damper, because that can be changed, spring rates on the other hand are pretty much fixed.