If you want nice sounding speakers, go to the shop to test them out. I can honestly say, after all these years, Boston Accoustics has been the best small speakers (i.e. door installation) that I've used IMO. But then, a friend of mine sat in my old car once, listened to it, and deemed them to be crap.
Maybe my ears are all wonky. In any event, upgrading the speakers make a big difference in the sound quality, and it's probably the first thing you should do. But like many have said, doing other things to your MB
stereo is not easy (everything is friggin factory hardwired, so you have to use factory extras), unless if you decide to rip the whole unit out and put one in yourself.
However, you could wire an amp to your speaker outputs and put in a sub. Not a big one, just a smaller bypass box, wheelwell install, or even a bazooka can make a nice difference too.