I think its important to understand that the air suspension isn't for everyone...nor is a coil spring suspension. "In my opinion", I think you should do what fits YOUR priority. Below are a few things that come to mind:

Air Suspension Pro's & Cons
PRO'S
1P) The BEST most "comfortable" ride (you can't beat riding on air)
2P) Always adjusts "automatically" to a determined height, no matter how much weight is added.
3P) Always adjusts your headlights to the factory settings.
4P) Cool factor. With the addition of stuff like a moduleviii or Spider Extreme, you can make it do some cool stuff as well as vent it pretty loud.
5P) Air is in with the younger crowd. A 12 year old car has something in common with the younger generation.

CONS
1C) PRICE. Depending on how old your car is, it may not be a good idea to spend allot of cash on a car that may not be worth $2,000 with a full tank of gas. Most of the time, if you go to sell the car, replacing all the air parts won't help you get much more out of the car. The higher the price of parts(new), the worse this gets.
2C) Even if you replace all the normal stuff that goes wrong with the air, a bad sensor, even though rare, can still leave you riding in the cab of a flatbed wrecker with a guy named "Bubba".
3C) Resell=When it comes time to sell, "some people" have heard the horror stories of air suspension and won't even think about owning a Mark VIII with air ride. They may run, not walk, when they find out it has air ride.

Coil Spring Conversion Pro's & Cons
PRO'S
1P) Handling. (Not bouncy, sticks to the road)
2P) Cost (lifetime)
3P) Reliablity (like ANY coil spring, it will go down....but slowly overs years of time, as opposed to all at once) The more the high tech toys, the more to go bad one day.
4P) Lowered "cool factor". This car looks SAAAWEEET lowered.
5P) Resell=May attract "some people" that have heard the horror stories of air ride, now that the car has a conventional suspension.
6P) This car looks SAAAWEEET lowered and be sensor lowered easily and readjusted to fit the next owners taste without buying anything.

CONS
1C) If allot of weight is added to the vehicle, the headlights may be shining in the trees.
2C) Depending on which kit is purchased, the car may drag going over bumps.
3C) "Some people" feel this hurts reselling value...because it is a modification.

Again, make the car into what you want. Thats the only way you'll be totally happy with it!

PARTS - AIR SUSPENSION HELP