Replacing speakers is a great upgrade. I replaced all 8 speakers in my standard stereo package and added a small sub for pretty cheap, details on what I did at following post:
http://www.benzworld.org/forums/w204...placement.html. The process sounds and looks crazy but the results were great. The head unit is actully fairly decent and I didn't need an external amplifier, but the Infinity speakers are fairly efficient.
One thing to note, the rear speakers are pretty crappy and will tarnish anything you do in the front. I did the front speakers and found it to be an improvement but the highs were harsh. Things didn't clear up and smooth out until I replaced the rear speakers which brought the whole sound stage together.
Lastly, if you just replace the tweeters you'll have to match the cross over filter to the front drivers which could be problematic.