In my experience:
Sex therapy explores the emotional repercussions of a crap sex life, alternate ways to connect as a couple, useless thinking patterns you have, and your personal history and sexual attitudes. You work with a state licensed psychologist or MFT and insurance covers it.
Sex coaching gets down to some more practical matters like damaged sexual egos, what you want to happen in your sexual relationship, and how to get it (within the reality of your pain). A coach is not state licensed and insurance does not cover it. Why? Because there is touching.
Whereas a licensed therapist may not make physical contact with you by law, a coach can. When I say that a coach can touch you, it is not a given and you certainly have control over if and how this happens. The touching is always focused on a therapeutic outcome rather than just to "get it on" with the sex coach. It is less scary than it sounds. It is not a "let's have a threesome" deal.
I have had a good experience with both, but being the practical minded person that I am, I prefer the sex coach. Seeing sex therapists didn't do enough. As our first sex therapist proclaimed at the end of 12 sessions (imagine a southern accent), "Well, there's nothing wrong with your relationship, you just got a broken gynie". Thanks therapist.
By the way, you might feel uncomfortable telling other people about seeing a sex therapist or coach. I have found, however, that people have great respect for personal courage and your commitment to your relationship.
My sex coach is Danielle Harel located in Sunnyvale, California (south of San Francisco) and she comes with impressive academic and professional credentials. She has a relaxed "normal person" and is not going to make you someone you are not. http://www.celesteanddanielle.com/