Hey wun911, I have some ideas... I'm no expert but I have been putting a fair bit of thought into spring and shock setup lately, so here's my two-bobs worth...
1. Is your shed floor flat? Lumpy concrete could introduce possibly a centimetre of difference at one corner of the car if it's really bad. Unlikely, but possible.
2. Confirm your measurements. Look for sources of error in your method of measurement. If possible ensure that your ride height measurement is vertical and true, not on an angle from the guard lip to the wheel centre. This can be one source of measurement error. I sit the body of my measuring tape on the floor, extend the tape up to meet the guard lip (perfectly vertical), then use a ruler to extend a line out from the hub-centre to meet the measuring tape. I found it useful to mark a point/line on the guard that is vertically directly above the hub-centre - I used duct tape. I also marked the centre of the hub with a pen. This will increase measurement repeatability.
3. Is it possible that your guards are shaped slightly differently at the lip, giving different results left & right? My next peice of advice may determine whether that is the case.
4. Measure the amount of actual wheel travel (spring compression) on each damper/spring at static ride height. You could do this by first jacking the wheels off the ground to get the shocks fully extended. Measure hub-centre to guard lip with the shocks fully extended on each damper/spring. (This is your reference point. From this reference point you can work out how much each damper has travelled, and whether one side is actually travelling more than the other.) Then bring the car down onto the shocks. Bounce the car up and down a few times to settle it. You should bounce it from the middle of the car at the front, then from the middle of the car at the rear. The settling point of each damper could influence your measurements to some degree (not sure how much). If you want to get really padantic then you could also roll the car forwards and backwards a few times - this will relax the sideways preload in the tyre wall (probably not necessary). Then take the hub-centre to guard lip measurements again. Subtract the second number from the first to determine how much each wheel has actually travelled.
The measurements of ride height may differ from left to right, but the amounts of wheel travel should be very similar if your weight distribution left to right is even. Front left wheel travel should be the same as front right wheel travel. Rear left wheel travel should be the same as rear right wheel travel.
5. Confirm these measurements. There's no point jumping to conclusions from one set of numbers. Bounce the car at both ends and do the measurements again. Subtract these from your full-extension measurements. Are the results consistent?
If you are seeing 3cm difference in the amount of WHEEL TRAVEL on the left and right sides, then you need to ask some more questions...
Let us know how you go with the wheel travel measurements. I can possibly offer some more advice about what to do next.
I will say it again, I'm no expert, but I have spent some time pondering these issues recently. To my understanding, the only way to accurately set the spring preload on a set of coil-overs is to do it by measuring the load that is being carried by each tyre - corner-weighting the car.
The best starting point for coil-overs is to have the two fronts set-up with identical preload, and the two rears set-up with identical preload, which I am sure you have done. In theory, if your weight distribution is good, and the spring preloads left/right are the same, then you should get identical wheel travel measurements at static ride height on the left and right sides.
Shouldn't you...?
I hope that helps....