Budget coilovers; fine if you want to go low, but personally I'd avoid them like a bad case of the clap (as per Nate's loathing of cheap aftermarket rims, I have the same loathing of cheap coilies).
Reasons I say this are:
1) Notoriously hard and lacking in compliance, which can leave you bouncing and crashing across the road rather than riding it. In extreme cases this will increase your braking distances as the contact with the road will be compromised, and handling too will be effected.
2) Coilovers are complex to set up. If you pay to go to a qualified performance specialist and have them set up properly (e.g. benefitting from corner weighting as per their motorsport pretensions) they will work optimally for a while. Having been on net forums for about 10 years+ (initially SEATCUPRA.net) I've seen so many threads with part failures, corrosion issues, intolerable ride quality, unpredictable handling, parts bending or not fitting at all that unless I was going to spend at least a grand on some inox stainless ones I personally wouldn't consider it (road salt can seize the adjustable parts solid in a single winter unless you regularly maintain / service them).
3) I wa chatting to Kev at Revo last week about what to do with my new car, and he said that they had a car come in to their garage that had a few suspension mods (WALK, uprated bushes, uprated mounts, uprated springs, OEM dampers). He said it handled about as well as anything he'd driven as it had just tightened up the weak points of the vehicle without it making it harsh or compromised. Yes a quality set of coilovers well fitted would see it round a track day more successfully, but as the car was going to be used for 99.9% road use it didn't factor. And their in lies the key, tracks don't have potholes, speed humps, painted vibration stripes coming up to junctions etc. The suspension effect the physics of braking and acceleration, compromise it (would you run ditch finder tyres?), and it is the next most critical link to your continued contact with the road.
Appreciate I have a very extreme view here compared to most, but it's been formed by years of people thinking coilies are the only route to handling Utopia. Fact is unless done properly they ain't; and at worst they could endanger you or others. Not saying don't, just do it well and take all the necessary precautions to keep you and your pride and joy (motor / passengers) safe mate.