I'd say no - if a coil is running fine, I wouldn't consider replacing it. Maybe if you were trying to return a machine to 'as new from the factory' state, you could, but I think that would be more 'to say I did', rather than for much practical benefit. Besides which, it's generally pretty easy to replace coils with the playfield in the machine.
On the other hand, you could certainly look at replacing linkages (e.g. flippers), coil sleeves, bent leaf switches, and maybe even limited-life electronic components like PSU capacitors, DMD etc if you were really keen. I'll take your old DMD panel off your hands!