No, you don't need also get coils.
Probably wouldn't be a bad time to put them in if you were looking to seriously upgrade all at once.
My truck road more soft with my original springs and just a 3" spindle lift with stock shocks up front.
Now with the Rancho RS5000s and the 2" lift coils on them, it tends to ride more harsh. It is firm and it can handle a lot tougher terrain, but you do sacrifice on-pavement ride quality. In all fairness, I blame a large portion of the harsher ride quality on the Ranchos more than the lift springs.