Taking the coast south and turning east at Rohan (or further down) would've taken far too long - Rohan and Gondor would've been levelled before Frodo ever had the chance to get to Mordor. Gandalf explains this when Boromir brings up the suggestion:
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[Boromir:] '...Or we might pass by and cross the Isen into Langstrand and Lebennin, and so come to Gondor from the regions nigh to the sea.'
[...]
[Gandalf:] 'As for the longer road: we cannot afford the time. We might spend a year in such a journey, and we should pass through many lands that are empty and harbourless. Yet they would not be safe. The watchful eyes both of Saruman and of the Enemy are on them. When you came north, Boromir, you were in the Enemy's eyes only one stray wanderer from the South and a matter of small concern to him: his mind was busy with the pursuit of the Ring. But you return now as a member of the Ring's Company, and you are in peril as long as you remain with us. The danger will increase with every league that we go south under the naked sky.'
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Balrog or no, Legolas would not have wanted to go through Moria. He probably was aware of the problems in Moria though, as it seems Thranduil would've known what Celeborn did. They were at the least aware of problems in Moria, though they did not know that Balin had tried to reinhabit Moria after the Quest for Erebor.
Quote:
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'Alas! ' said Celeborn. 'We long have feared that under Caradhras a terror slept. But had I known that the Dwarves had stirred up this evil in Moria again, I would have forbidden you to pass the northern borders, you and all that went with you. And if it were possible, one would say that at the last Gandalf fell from wisdom into folly, going needlessly into the net of Moria.'
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<font size=1 color=339966>[ 7:06 PM January 13, 2004: Message edited by: Legolas ]