If you don't want to go with an external amp, I like the JBL (dark-sounding) and the Rockford Fosgate (slightly bright) speakers. Do you have a stock or an aftermarket head unit? Watts per channel? Do you have an amp?
For a cheap amp, look at the Sony Xplod line. Good, cheap, and available at any Best Buy. If you want the Jamie special, PPI (Precision Power) is the way to go. I also have an a/d/s/ and absolutely love the thing because it is so flexible (and reasonably priced), but they are really difficult to find. I would love a Zapco or an Xtant, but those are a bit expensive for me.
If you go with (or have) an external amp, look into the MB Quart (what I have and LOVE). They are really power-hungry so you would need around 100 watts per channel for them, but they may be a bit outside of your price range. I have also heard good things about the Eclipse, but have not heard them for myself. Avoid Alpine; they sound like shit. I also think that Kenwood are some of the worst car speakers made, but a lot of other people seem to like them a lot.
Boston Acoustics also makes great speakers with a very wide wattage rating; my 6x9 BAs can handle from 12-300 watts per channel. They are a bit metallic-sounding and strident if you drive them too loud, but I like them anyway. You may want to ask your dealer if your head unit can drive those; otherwise you would need an amp; one of those cheap Sony Xplod would do the trick nicely. BA speakers are pretty expensive, though.
For subs, JL Audio is the one and only. Accept no substitutes! That said, I woud really like to hear Kevin D's Eclipse setup in his ride next time he comes to town (hint hint Kevin).
As a tip and if you see yourself really upgrading your car system in the future, get some separates for the front first, then a subwoofer, and finally some rear speakers. If you divide things into like three stages, you can enjoy what you have while saving up for the next step.