depends how much you want to spend. you can go up to -40mm on the shockies you already have by just buying aftermarket springs such as apex or eibach. will cost ~£100
if you want proper handling get a full kit from weitec or koni, with uprated (or adjustable) shockies and springs to match the height. this'll cost about £300 or there abouts, but sometime second hand kits come up for a lot cheaper, but then you'll have to make sure there's no leaks in the shockies and they're in decent nick.
coilovers are fully adjustable, meaning you can change the ride height by compressing the springs further with the sleeves on the shockies. while much more expensive for a good set (£400 weitec i think? more for konis) you can set them up to exactly however you want. most people would shove the coilovers on and then just leave them (cos they're a pain to adjust when they're on the car

) and never change the height, which kinda defeats the purpose.
all depends how much you wanna spend!!