The term is 'weaponlike spell', and a full discussion of how it works starts on page 85 of Complete Arcane. Essentially, spells requiring attack rolls are treated pretty much like weapons, and can do most of the things normal weapons can, and attacks from them are treated similarly to weapons in most respects... save only that damage from weaponlike spells do not qualify for bonus damage from effects that add bonus damage to weapon attacks.
Coup de grace is not specifically mentioned, but precision damage is... so given that it's fairly specific about saying 'you can consider a weaponlike spell as a normal weapon for basically any purpose relevant (except those specifically mentioned here ie: magic that boosts weapon damage only)', it's not even a stretch to allow a coup de grace with a touch spell; technically, it qualifies as a melee weapon. Given the unfortunate 'bow or crossbow' wording, a ranged weaponlike spell is less applicable. Personally, I'd allow that too, anyways; but that's purely in houserule territory.