Re: People with Tein coilovers help!
The reason you didn't notice any change when you only did one wheel is that the car is still suspended on the other 2 diagonal sides. If you adjusted the other side also, you would then see a difference. This is kind of how cars are corner weighted for racing and autocross; by adjusting the corners differently, you can change the amount of force each wheel pushes into the ground.
Okay, now to the DIY section:
If you've got threaded body coilovers, and they are already set at the same height all the way around, measure from the ground to the same reference point on the fenders at all four corners. This will be a backup measurement if you lose count. You will want to move the spring perches toward the ground to lower the car more, which will make the coilover bodies move closer to the top. I think most coilover bodies are standard right hand thread, so that would mean moving them clockwise when viewed from the top, just the same as any standard nut would tighten. Because the perches are threaded fairly fine, one turn doesn't drop a heck of a lot, so even increments are fine. Take a Sharpie, and mark the outside edge of each perch on each corner. Then just count the number of turns per perch (watching the mark you made), and repeat that number for all four corners. When you're done, measure from the ground just to make sure everything is fine.
If you've already adjusted one corner, and don't know where it is relative to the other ones, count the number of threads from the top (or bottom) on the other side, then set the one you messed with to be the same. That will take you back to baseline hopefully. Check with the tape measure from the ground. Then adjust like I said.