there have been some good suggestions as to some speakers/subs/amps you can check out. Let me throw my two cents in as I have been heavy into sound quality car audio for quite a while. If you want to learn and take advice from people with a heart vested interest I would suggest going to elitecaraudio.com and reading through their forum. Just like xs, there is lots to learn before cracking open your case (or door as the case maybe here)
If you are into sound quality, like I am- I love hearing a recording so detailed and true to life that you can hear dave matthews fingers run along the fret board, you should definately INVEST in your install. I can take medeocre speakers, give them a great install with sound deadening and get great results compared to cdt euro sports with upstage kit all installed in the doors, no imaging, no eq (read insanely expensive and high quality speakers) second, find out what kind of sound youre going for, some speakers and amps add their own "color" to the sound, if you want accurate and blended you might want to consider a diy kit from madisound.com if you want something that will go with pretty much any car under any condition I honestly recommend CDT's component set, maybe the classics? Theyre 150 at thezeb.com, they have pretty good midrange and midbass, and their tweeters are top notch, either silk or metal dome.
I second the eclipse/clarion comment, I love both, I favor eclipse a little more because of their quality in output but clarion are great too.
Two more things, you DONT have to spend TONS of cash to have a great system. My current system, I paid 600 for, did the install my self, and I think it beats out what the car audio places are cranking out. It's because I took the time to invest in the install and research!
Last thing, there is no one piece of equipment that you spend TONS of money on to make your sound the BEST, let me illustrate. I can take an eclipse headunit - $1000 worth or more and put them on stock speakers, it will still sound like crap, or even have a not so good jvc head unit RUNNING great speakers, it will still sound like crap. You honestly have to invest in all the components for it to sound good. - proper wiring, crossovers, head unit, speakers, INSTALL, amps, subs, everything is important in the pursuit of higher sound!
good luck and I hope you learn lots!