My preferred CDI is either the M&W ignition or the Motec CDI-8. Both of these CDI units can use the OEM induction coils. A lot of guys have been running these OEM coils at over 30 PSI with the CDI-8. Im sure the Mercury CDI coils are great but the OEM coils do the job just as good and don't need to have any custom fabrication to have them fit. If you really want to uprade the coils I suppose the mercury CDI will work great.
BTW, the LS1 denso coils with the integrated igniter are not CDI. They are simple inductive coils w/ constant dwell. Motec also doesn't recommend anyone using the denso coils over 20 PSI.
-Joe