Check out the guides available at
http://www.ptdoityourself.net. They have very good information on speaker installation.
I recently installed the Kenwood KFC-C1739ie 6-3/4" 3-Ways in the doors (had to drill holes, since no adapter was available), and they instantly sounded better than the stock "premium" speakers. This weekend or so, I'm cutting up my dash to install the Kicker DX35s (like Gear Head). Putting on some bass blockers on those guys, so I should have a better imaging up front. The stock 1"ers are cute, but they aren't cuttting it.
I didn't replace the rears since 1) I'm lazy (the 2002 has the speakers glued on) and 2) they are in the rear, and so they're filler for me.