The main cones are simple, its the damn tweeters in the dash that'll make you swear.
If you're looking to change the front components then do yourself a favour and get ones which only need the speakers changing. If you go for generic kit you'll need to re-wire the doors and dash to accomodate crossovers......which is probably even less fun than it sounds.
As an example
THESE and
THESE are straight, drop-in replacements.
Of course, for the rear it's easy, any old 13cm co-ax will be fine.
HOWEVER.
Unless you're going to use a seperate amplifier (in which case you'll need to rewire the front speakers anyway so my above point about the fronts is mute) then the OEM speakers are actually pretty good and will take everything your average 4x50w headunit can give. A better option would be to pour your money into a small subwoofer....
Your headunit can apply a high-pass filter to the speakers so they cant have to deal with bass any more, this will make the sound quality improve for your mid-highs, and the sub will do a better job of doing bass than even the best, £600 13cm speaker will.
You dont even need some huge boot-swallowing sub build, underseat solutions are just as good for a "stage 1" upgrade (so to speak). Something like
THIS.
FINALLY
If you haven't changed your stereo yet, don't bother doing any of the above, at all. Once you have a non-OEM stereo in place, then you're off