I would suggest going about it in this order -
1. Replace fronts with as good component speakers as you can, just make sure of the depth of the speakers and be prepared to have to make mounts if you are doing it yourself.
See how it sounds, could make a HUGE difference...
2. Replace rears with decent coaxial speakers ( You can obviously not bother with this if you feel you don't need rears but they do make a difference as they are at lot closer that say the rears in a hatchback etc )
3. Amp the speakers
4. Change the HU
Replacing the speakers is a fairly cheap option and may suffice obviously an amp & new HU is going to be fairly pricey...
All down to how much you want to budget for your aural pleasure
Best advice is work out a budget first and then stick to it, no point getting £300 speakers that don't make a whole lot of difference then not having the ££ to get the best out of them...