A bit of background about why you need coilovers.
In many cases they will have a bigger bore shock absorber to absorb the bumps more effectively, as a result of there being a bigger piston and more oil throughout the body. Sometimes you'll hear off roaders discussing whether it's 2.0 or 2.5 inches, referring to the diameter of the bore.
Something to know about higher end shocks.
A number of higher end shocks - normally meaning 2.5's - have an external reservoir holding the piston, linked to the shock body with a hose. This design enables a larger amount of oil that does not become so heated, so with the piston sitting outside the shock body gets better cooling.