I think the setup you already have is liked by a lot of people. The problem with coilovers is that there are a lot of rubbish ones out there that are either just too stiff or not designed well. I suspect a good set will transform the car.
Might be worth looking up jonfoc on here and see what he thinks, he does a lot of work with Leda. I think Mark at MK said he was quite impressed with gaz gold for the money but Dave Wedge was not a fan. Exectc was recommended to me for big budget stuff and I think ohlins would be more than £1000 per corner.