If you want the best coilovers for the money, buy Stance.. IIRC, they're $1200 and have halfway decent dampers/valving for a mass produced coilover.
Megans aren't too great, nor were KSports up until a year ago. However, I have heard that after revamping their model line, KSport has improved significantly. Still, I recommend Stance or perhaps another system that's custom valved.
TEIN are expensive for the end result they produce.. are they acceptable? yes, absolutely. Are they superior to Megan and KSport, IMO yes. But I wouldn't pay the prices for the performance.
Then there's the strictly Japanese coilovers such as Zeal, Silk Road, etc. The issue with many of these (depends what car they're for) is that they're valved for track use and pretty harsh spring-rate wise as well, at least for road use. The quality though, it would absolutely astound you.
(-I do not have any of these on my current car, yet I have previous experience with all of them and more. My Supra has Kei Office that will be getting 36way custom valved Konis.)