I just went through all this a month ago or so. Here's what I did/found:
First off, the bass roll off is the biggest issue (and the associated processing from the OEM Sony system). Therefore, an aftermarket sub and an amp to power it, are a must. But more on that later.
I replaced ALL my speakers. Front doors got BLAM (yes i know, terrible name), component 5x7's. These speakers are made in France by the former sound engineer from Focal. They are beasts. And they are very competitively priced (about 300 dollars Canadian). Rear doors got Hertz 5x7 2 ways. cneter rear and center front got Pioneer 3.5 two way. I added sound-deadening behind all speakers. At this point I tried the system out and it made a HUUUGE difference. Problem was, when cranking the sound up, the bass began to disappear and the sound becoming very shrill and tinny.
That's where the sub comes into play. I installed a 10" sub box with Kicker Pro sub with a Clarion Amp I had lying around, (about 350 watts). When I fired the system back up....wow....NOW it sounded like it should. The factory 6x9 subs, just don't cut it. The sound is AMAZING now. So clear and the hit is real. I grabbed the signal for the sub from the OEM sony amp in the trunk (the one going to the 6x9 subs. I kept the stock amp for all the speakers. I considered and aftermarket amp and processor, but avoided going into that rabbit hole. No need anyway. The sound is exactly as it should be for me.