Yeah...I did a search and really couldn't find an answer to my question:

I really gotta drop my stock '03 A4. I understand the advantages of the adjustability of c/o's and the fact that they will cost 40 - 50% more, but....

Has anyone ever heard of or experienced any performance compromise that is present with an adjustable system vs. a dedicated shock / spring set-up?

 

There aren't any. You get what you pay for, adjustable coilovers are simply better. If you just want to lower the vehicle choose springs, if you care about handling capabilities and adjustability choose coilovers. They are some shock/springs setups out there that are comparable to coilovers but they're just as expensive.