COEX is an old mall -- compared to Greenbelt (in the Philippines) Plaza Singapura and Ion (in Singapore) or IFC and Elements (in Hong Kong), it looks really tired. Maybe I'm wrong because I went there in the evening, and some of the stores had closed, but it really didn't appeal. I was shopping there for a little over an hour then decided it was not a good use of my time so I went home.
Agree that Hongdae and Edae are pretty awesome -- of course, they're not covered areas so you can get stuck if it rains, but those places (plus Hyehwa/Daehangno) are good shopping spots for clothes, accessories and food. I hope you have good weather so you can enjoy Seoul.