Thanks for the plug Jay. (i am a crutchfield employee).
Component sets are by far a better sound, but they are more expensive and more work to install correctly since most cars, including xjs, don't have factory tweeter housings. Also, if you have a limited budget, simple 2 or 3 ways will work with just the deck powering them. They won't sound much, if any, better than factory however. Aftermarket decks have very small built in amps and the speakers can withstand much much more power than those can give. Its not a bad idea to look into a multi-channel amp to go with your speakers at a minimum.