First step is the head unit. Get something that is good quality. Personally id go for a JVC DAB but Sony, and even Kenwood have some good stuff in their range. Then you upgrade the speakers in your car OR ad a power amp and massive woofer with crossovers etc...
When buying speakers look at the acoustic range rather than just the peak power 20-22,000 hz is a really good spread but probably a little wider than most speakers can offer

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