I have two leos with coccidia; one is asymptomatic. Both are gaining weight and growing really nicely, but one does have occasional loose stools. That one also had hookworms, which probably weakened him to the coccidia.
There are different types of coccidia. One of them is crypto. I'm sure you've heard about that. It's the really scary one, but fortunately, I haven't run into it. 
The thing with coccidia is that even if you get the patient on meds, you have to keep the cage immaculately clean, particularly anything that comes in contact with the patient's feces. Cleaning it isn't enough. Disinfecting it isn't enough either. You have to sterilize it every time after they poop, which could be once or twice a day. I use Nolvasan and let it sit for at least 30 minutes, and this is after I've scrubbed with dishwasher detergent. 
This is kind of an all or nothing deal. It only takes one oocyst to reinfect your leo and restart the whole process, except this time the newer coccidia can be slightly more resistent to the medication because they grew up having it around. When ingested, the oocyst splits and multiplies VERY rapidly.
They've come up with treatments for coccidia, but none of them can actually kill the parasite. They only stop them from reproducing. It's up to the patient's immune system to get rid of the coccidia. Fortunately, since the life cycle of coccidia works by depositing oocysts with the host's feces, if you can prevent your leo from ingesting any more oocysts, then it's possible to eliminate the coccidia or at least get it in control. Medication just helps to speed up the process. Albon's the choice of treatment, but it wreaks havoc on my leo's appetite.
If you get the chance, you should pick up a copy of "Understanding Reptile Parasites" by Klingenburg. This is just as handy to keep around as The Leopard Gecko Manual. I got a copy off of half.com for just a few bucks.
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chickabowwow

3.2 leopard geckos (Rosie, Locke, Lisa, Caesar, Tommy)
and 3 eggs a' cookin' 