This is a no-brainer - stick with the Tilley.
I cant think of a reason to switch - apart from maybe the easy availability of unleadded, but then paraffin isn't exactly hard to find. Domestic heating oil is paraffin, aviation fuel is paraffin, you can still get it at the pump in some petrol stations and if all else fails, there is always DIY shops and garden centers, which always stock it. The Coleman lamps are probably easier to light, but are definitely inferior in terms of build quality and the web is full of stories of reliability issues - that's worrying when you have a device that runs on pressurized petrol.
Paraffin lamps are much cheaper to run. If you buy the ultra-refined, top quality lamp paraffin from a diy shop, you'll pay £6 for 4 litres (15p per hour). Coleman fuel is £40 for 4 litres (£1 per hour). If you go cheap, heating oil is about 60p a litre and perfectly good, or you could use unleadded and put up with the nasty additives for £1.20 litre. How ever you add it up, paraffin is far, far cheaper.
The best are Vapalux, rather than Tilley. Vapalux have a more solid construction. The ex MOD M320 lamps are superb value. You can find them is pretty much unused condition for £30 - £40, a steal for a lamp that costs more than £100 new.
This one cost me £39.99...
I prolly paid a bit over the odds for it too, but it was ex MOD and had actually never been issued or even lit when I got it.
Burns bright...
In terms of brightness, there is nothing to choose between them, the Vapalux are equally as bright as the Coleman.
I tested it with a digital carbon monoxide meter and it read 0.00 ppm after an hour. They can be used indoors (with adequate ventilation) if the power goes out as well as inside a well ventilated tent. Paraffin isn't nearly as explosive as petrol, so is far, far safer. I would never use a Coleman lamp indoors or inside a tent, no matter how well ventilated.
The Vapalux is also very clean burning, I dunno about the additives they use in unleaded and clean burning Coleman fuel is far too expensive to burn in a lamp.
The Vapalux is designed with simplicity as a priority. They have the absolute minimum of working parts and what is there, is well engineered and solid, which makes them very robust and reliable - which is why the MOD are still using them after half a century.
Vapalux.
Pros.
Very cheap to run. Very robust. Simple design. Very reliable. Clean burning. Safe. Very bright.
Cons
Expensive to buy (new). Can be fiddly to light. Requires meths as a primer (though paraffin can be used in a pinch).
Coleman.
Pros.
Cheap to buy. Widely available fuel (unleaded). Easy to light (no primer required). Very bright.
Cons.
Not terribly well made. Not trerribly robust. Relatively complex design. Can be unreliable. Expensive to run. Questionable fumes if run on unleaded. Questionable safety.
Stick with the Tilley or upgrade to a Vapalux, but I wouldn't downgrade to a Coleman at any price. Just my opinion of course.