Pro-Kit springs will give your car a drop of 1.2 inches in the front, and 1 inch in the rear, with outstanding handling. These are usually the springs people recommend going with if you want to rip around the curves.
Sportline springs will give your car a 1.7 inch drop in the front, and 1.4 inch drop in the rear. Naturally the handling will improve as well, but I have heard Sportlines are good if you want drop, Pro-Kit if you want performance.
Changing shocks is usually recommended when you change your springs, just because you have all that crap apart and right in your face to do at the same time, and you'll be starting with fresh parts all around, but it isn't 100% necessary. Pro-Kit springs were designed to work with your stock struts so if you don't have the cash to buy new ones, you won't blow anything up.
Hope that helps, and do consider the purchase of my new-in-box Eibach Pro-Kit springs for the '95-98 240sx.
