the 2.5" size is kind of a "standard" size for race/aftermarket applications....this size allows the spring to be very close to the shock for better packaging.....a spring of larger overall diameter is just taking up "space" and does nothing benificial that the smaller spring cannot do.
in the picture, you'll see a Bilstien shock with a threaded sleeve and collar....the threaded sleeve is slid over the shock, the collar allows one to fine tune the ride height
in order to switch over to the coil-overs you need the sleeve, collar, spring and a top piece which holds the top of the spring.
What kind of shocks do you have? the cheaper brands have a spring perch that you cannot remove....I highly recommend Koni Yellows, some people like the Bilstiens....