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When people talk about "coilovers", they usually mean adjustable coilovers. These consist of both a spring and a threaded shock body, which allows the spring to be seated at various positions on the shock in order to adjust the ride height of the car. Therefore, if you're buying "coilovers", you will already be buying new shocks.
If you're just buying new springs, then you may or may not need new shocks too, depending on how much stiffer/lower the new springs are. As a rule of thumb, if the new springs give you a 1" drop or less, you can probably get away with keeping your stock shocks. Anything more than that will probably overtax the stock shocks, leading to premature shock failure.
No matter how big or small the drop, if improved performance is the goal (rather than just looks), you should bite the bullet and replace the shocks too.
If you drop the car more than 1.5" to 2", then you will probably also need a kit to adjust your camber (alignment). Dropping the car tends to increase the negative camber of the wheels (the tires aren't perpendicular to the pavement, but rather lean into the fenderwells at the top); too much negative camber will cause uneven tire wear.
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