Ofcourse sound tastes are different for each people. But if you consider Shaker 500 as the factory product - i think they are pretty good. Dont increase the volume too much and its pleasant sound with clear treble and rich bass. The factry subs are not that bad. I hooked up PAC AUX connector and play with Sony Mp3 player..that even sounds better than the CD player. I dont expect much out of these stock products and definately if you replace the subs and speakers you are going to get a good sound.
Headunit can be replaced only if you want nice look n feel. But again i think factory setup is always good for look n feel coz they dont create unnecessary openings.
Frankly speaking i dont see much improvements in sound quality if you replace the headunit - if u r playing with good mp3 player wih aux - its vertually the same.
speakers - yes u can try.