I would not start right away with the coil it is a VERY rare failure...but it does happen.

Common causes for what you describe are:

The fuel pump relay (I think called the fuel system relay on your model)
The ignition power stage
The radio suppression relay if you car is so equipped

You did not give us much information so lets improve your odds of getting a good answer from the board members:

Turbo or non-turbo?
Automatic or standard

Now about the symptoms:

When it loses power is it an instant thing or does the power drop off over a few seconds?

If you have a Tach, does it drop to zero when you lose power?

Does the power miraculously come back a few seconds after it cuts out or do you come to full stop and try to restart? If you do come to a full stop and try to restart, does work first time or do you have to cycle the key a few times?

This this type of information we can probably give you few simp[le items to check.