I've got some Polk 6.5 components in the front doors, Infinity coax in the rear, and a 12" polk belting out the bass.
The speakers are powered off my aftermarket headunit at only 50W per channel, but sound really good. The Infiniti's (forget which series I have, Kappa's I think) ring out some nice highs, and the components up front fill in some great midbass, with the highs being very, very nice. I've got it all running on crossovers so I don't over work the door speakers, in addition to the crossovers for the components.
You really need a new headunit before you get new speakers though, with the stock headunit you won't notice a great improvment over sound quality, there just isn't enough power. You won't get distortion or or anything like that with aftermarkets, but they won't sound as good as they can. Also, you don't really need to spend a lot of money to get good sound. At some point, the extra money spent on high-end audio will be lost going down the road with the road noise, unless you soundproof the car with layers and layers of sound deadener...