I am currently in the process of doing this myself. I ran wires all the way from the trunk to the doors. I have my crossovers in the trunk so I ran 2 sets of wires for the components up front. Takes a little more wire, but with this I can adjust my crossovers easily if I want from the trunk ( I got the JL Audio XR 570csi components).
I punched a hole in the grommet on the door and fed the wires through, and also punched a hole in the tiny grommet that isn't used for anything on the side of the car next to the Molex connectors. It was a complete pain in the butt to feed wires through the side of the car, but once its done you won't have to screw with it again. Also you will have the satisfaction that if you paid good money for a high end component set that you can run 16/14/12 gauge or better wire to feed the power to them instead of using the dinky factory wiring.
Bob