A coilover is made and meant for one application, in this case the MS6. Plus it's damping is adjustable, like my buddies suspension on the M3. Again, I'm not an expert, but these guys were licensed race car drivers (road courses) so I think I'd listen to their input more than someone who is not.
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Not to discredit those whose opinions you value, but just because they can drive, doesnt mean they know how to tune or setup suspension on a car. That being said, sometimes being able to drive helps in setting up the suspension.
The main advantage to a coilover, and the only advantage on the setup you linked to, is corner weighting. Being able to make minor adjustments to ride height on each corner to get the 4 wheel weights close to the same. Or in the case of our car the diagonals close. Ride height should no be played with as that would reduce the stroke on these coilovers. By that I mean slamming the car. A threaded body coilover has a designed shock stroke that you would not want to limit. If it were a true coilover than you can adjust ride height without change the stroke.
As for being designed for the specific car, the autoexe springs are made for only the speed6. These coilovers are for all 6s. That includes wagons, v6 and i4 models. Not specific to one model. So if you were to follow your friends advice, you would need to look for another option.
If you were to take the autoexe springs and match them up to a good custom damper such as a Penske or Ohlins, then you would have a good setup. :drool:
Notice on the lower picture how the shock body can thread up and down, where on the top picture only the perch (the part the spring sits on) can be threaded.