Adjustable ride height for one thing, and adjustable damping for another. Lower springs are ok but if they're not properly matched to the shocks they can cause the car to be quite crashy over bumps or myriad other handling probs. Also, if you live on an estate as I do with loads of speed bumps lower springs can be a pain. With decent coilovers you can dial in your own ride height and shock rate.
I believe these are quite good for the price, (same as BC, just rebranded) not sure if they make them for the Z4 though, you'd have to ring and ask, I think the guy to speak to there is called Jared : http://www.meisterr.co.uk/
From memory there is a deference betwee four pot and six pot springs. Probably to do with the weight of the engine so worth checking on the H&R website first.