I had fairly cheap coilovers on my mk4 and it still made a massive differance even just wonding them up by 10-15mm think it just allow's more travel and also the spring will be less compressed giving a bit more give, if that makes sense! Definatly worth a go IMO , only takes an hour!
Sam 
....Hmm, somewhat trial and error!

Better to save up your money for longer and get some less-cheap coilovers and, very importantly, get your suspension setup by a professional.
It'll make all the difference. There's a very good specialist near Silverstone I think.