a component set will
ALWAYS sound better than a coax set. just be sure to get something reputable, not audiobahn or pioneer or some crap like that.
if you are not going to amp them, then get a low power component set. jl TR series is good, as well as alpine type R, and a few others made for low power applications. a head unit will not do ANY justice for most high end component sets.
but, more CLEAN power is always going to make it sound a million times better. for example, i used to have a jl TR component set. ran them off the head unit at first, they sounded pretty damn good (eclipse 5442). huge improvement over stock, though the head unit did have a build in xover. then i put a JL Audio 300/2 on the component set, giving them a VERY generous 150 watts RMS a piece..... worlds of improvement. much cleaner highs, and it REALLY filled out the bottom end.
thats just one example, but i would recommend a comp set and a small amp over anything. comp set and big amp is even better. you can never get too big of an amp... that's what gains are for

just keep in mind that CLEAN power is more important than power alone. a small clean 100 watt RMS amp would sound a million times better than a 1000 watt fosgate, pioneer, sony, etc.
check out jl audio, boston acoustics amps are very nice, xtant, a/d/s, alpine.... for a good low budget amp soundstream is good. if those are still a bit too pricey, alpine, or the DEI viper amps are pretty decent bang for the buck.
enough rambling. i'm outta here