Nigel,
I would recommend www.renaultforums.co.uk as a great source of renault information. I am not sure why Andy said about not disconnecting the leads when the engine is running. I have owned a Laguna and a Megane, changed 4 coils in total and disconnecting leads with the engine running does not cause a problem. The computer will log it as a fault but will recognise it is fixed when you reconnect the lead. It will stay in the memory but not cause fault lights or problems. If your engine is really bad, ie if it is badly misfiring and rocking backwards and forwards, then simply removing each lead one at a time will identify the faulty coil - the engine will not alter when the faulty coil is diconnnected but the others will likely lead to a stall. If the coil is only slightly degraded but still working, your best indication is erratic idling (generally ok but every few seconds the engine misses a beat) then you simple have to change each coil one at a time and take it for a drive to see if it handles better and watch your revcounter on idle to see if the engine is still missing a beat.
On top of your engine is a large silves plastic cover, this normally slides off. Under this are four items that look like salt/pepper pots all in a row and each have 1 roll of wires going to them with a rectangular connector. These are the coils.
Ian J, February 2009