The only downside to replacing only the springs is that your stock shocks 1. aren't tuned for a higher spring rate, so they may not be able to properly dampen the ride, and 2. due to the higher spring rate, they may blow or wear out faster.

So yeah, it's best to replace them with a performance shock, esp if your shocks are the original ones.

There are quite a few companies that make a complete spring/shock coilover system. Check out Tein, H&R, Tokico, Apexi, etc.