My current Z4 came fitted with H & R coil-overs, but the only thing adjustable is the ride height. Because they lower it by anywhere from 18mm to 32mm the springs are much shorter than OE so are inevitably stiffer too.
I've kept them for now as they had only been on the car a few months when I got it and I can live with the firm ride for now, but if/when I can't I'd only consider fitting coil-overs with adjustable compression and rebound because without that they don't offer much more than lowering springs!