By regular Konis, I'm guessing you mean the red ones/Specials, right?
The reds generally have a lower valving in my experience, and they're quite frequently internally adjustable, if adjustable at all. This means you have the joy of removing them to change the stiffness of the dampers.
The Sports, or yellows, will typically be externally adjustable, though there are some exceptions to this. They are a bit stiffer than the reds. Again, that's just been my experience, though.
Aside from those things, the only difference is paint job. Internal workings are the same.
Their site, http://www.koni-na.com, should have more information as needed.
The blacks, or Classics, are meant as stock replacement parts...often for older cars.
the "coilover" piece can't be much better. the only additional adjustment a "coilover" gives you is hieght adjustment and spring rates. The GC's use a pretty high quality spring that is relatively consistant build to build. (ie - if it says its a 400 lb spring, its very close to that. you'd be suprised by the differences of some maufactures.)
I know the koni yellows. I don't know thier coilover. But I assume they are of similar quality. Unless there is a shock difference, I would get whatever is cheaper. GC/koni yellow, or koni coilover.