You get what you pay for. I've seen the adjustment knob break off shortly after installing Megan's. The shocks apparently aren't matched to the springs or simply aren't up to the task because i've seen them blown within a few months. I'm trying to verify it but I think Megan is a rebranded BC Racing coil-over (
http://www.bcracing-na.com/). Google Image "BC Racing broken" and you'll find an unlimited number of broken coil-overs...
lol! Can't exactly go too wrong with a cold rolled piece of steel. There's not much point in comparing a low rate Megan spring to a Tein "show" spring either. Read the box on Tein springs, it says "Dressup Master".
This is how suspension works: you get a spring type for the application (linear or progessive) and a spring rate to meet the demands of your car. Then you get a dampener that matches the spring. If the dampener/shock isn't matched to the spring rate then 1) It's going to ride and handle like crap 2) It's going to be blown in no time.