I've run bilstein HD or Sports in almost all of my cars with lowering springs.
I have coilovers on my wagon, for a year now. There's some benefit to going with them, like being able to adjust to EXACTLY the height you'd like, and adjusting the shocks/strut stiffness.
The price isn't that far off, either, depending on where you go. I paid $1k for my coilovers, which isn't all that more expensive than bilsteins and eibach or B&G.
The little stuff adds up, though. Coilovers don't need strut mounts/bearings/spring seats/bump stops etc. by the time you're don't with all of that, I'm certain it's the same cost. I got "Yellow" brand. They're decent. Better than D2, but not quite H&R. Maptun sells some, too. Less-adjustable than others, but only $800-$900 (dollar's strong right now!)
2008 9-5 Aero-1995 900T 'vert