DISCLAIMER: I don't know how much money you are wanting to spend so some of what I say might be off base. I am mostly speaking here with the assumption that you are trying to get a bargain or the best bang for your buck at a low price, not something super expensive.
I hate Sony car audio... except for their older stuff. The Sony Mobile ES line was nice. Any current Sony offerings are quite junky.
If you want good speakers at a pretty low price I would stay away from the stores. You will find high prices and low quality at any big store, unless you go to an actual car audio store, one that specializes in car audio. Even then it is possible you might find only crap. All these places like Circuit City and Best Buy and such only have consumer-grade junky speakers and decks.
I would reccommend getting some speakers online. You are going to be somewhat limited by the 4" size of the front speakers. You gotta get a good brand. None of this sony or pioneer or kenwood or any of that. These are pretty good, this is probably what I would get in your situation:
http://www.thezeb.com/p-CDT-Audio-CL-4X-4-inch-Full-Range-Speakers-101077.htmAnother one that sounds good (I have used them so I know) are these:
http://www.speakersound.com/index.html?loadfile=iteme89440.htmlBut the first ones I suggested are better bang for the buck I think. You should snap that deal up

Also, if you are not satisfied with the sound in your car, consider this: Just replacing speakers isn't going to completely alter how your system sounds. You need a way to tune the sound. If you aren't trying to spend a lot of money, I would definitely get a deck that has an equalizer built into it. That way you will have more control over the tone. Simple bass and treble controls are not enough. They do not allow enough adjustment of the sound.
I would consider getting yourself a 4 channel amplifier to hook your speakers up to, then a separate amp for your subwoofer, if you are going to install a sub, that is. Then you need a decent deck that has 3 sets of preamp outs: Front, rear, and subwoofer. If you want to get a little higher end, you would get a deck that has 3-way mode and you would use the preamp outputs for tweeter, mid, and sub. This way you would have the tweeters on 2 of the amp's channels, and the mids on 2 of the channels, and you would use the active crossover in the deck. This is a good way to set things up as it allows a LOT of tuneability.
I'm probably getting ahead of myself here though... You probably just want to hook your cd player directly to your speakers, right? Also you may not want separate mids and tweeters, you probably just want speakers to go right in the door and replace what you have. Fine, that's OK, not great but I still have some suggestions.
For starters, if you are going to do this very simple type of system, it is important what deck (cd player) you get. This is because you are going to be using the amp that is inside the deck to drive the speakers (like the stock system does) and most decks have CRAPPY CRAP CRAP CRAP amplifiers in them that are very weak. Most decks (cough, SONY, cough) lie about how much power they put out. DO NOT BUY A SONY DECK if you are going to hook your speakers directly to it.
A good choice would be an Alpine 9813 used off Ebay, or a 9833 (the newer version that is in stores now I think). These 2 models both have the Alpine V-Power internal amp which is more powerful than other decks (true clean power, unlike Sony decks that lie).
Another good choice would be one of the Panasonic decks. Yes I said PANASONIC. These are GOOD decks and a well-kept secret in car audio. They aren't the most popular or flashy but they are built with quality electronics and they have good sound quality. They also put out GOOD power, more clean power than a lot of other decks (except maybe Alpine). HOWEVER, I am only talking about certain Panasonic decks, the ones that say Mosfet Power.
Anyways, I would REALLY reccommend Alpine if at all possible. BUT do not buy the Alpine decks from Best Buy. They are a lower-grade crappy line. If you're gonna get an Alpine deck get a 9813 off Ebay or a 9815 or a 9833 or 9835. Just my 2 cents.