2 Protege owners in your local area have Tein SS Coilovers on their rides. If you can track them down, I'm sure they'd give you a ride to guage if you'd like them or not.
Tein coilovers will make the ride stiffer. I have Tein HA's on my car and it is pretty stiff. It really depends on spring rates though. However, coilovers will generally have higher spring rates (stiffer) than any spring/strut set up. So expect a rather ruff ride with coilovers.
Of course... a stiffer spring set up will make handling better. There will be less body roll and the car will feel more level through turns. Even though the MSP feels great stock, there is always room for improvement.
