SHOoff: please use English punctuation if you are going to offer advice so people respect your experience. Also, the speaker depth is 2.75" unless you add a spacer. But, any 6x9 less than 2.75" deep will work, with only drilling new holes. The back, I believe requires a spacer no matter what.
Tim,
No aftermarket speakers come with the same connector as the factory Ford clip. Splicing is fine, I use solderless connectors (butt connectors or 3M splicers), but I have also used just electrical tape before. As mentioned, leave some extra slack because there isn't much room to work with the factory wires.
Before you replace your speakers, get a new HU. That will provide the largest noticable gain in listening pleasure, as long as you bypass the external factory amp. I've got an old Sony tape deck/CD controller that I picked up for $140 3 years ago (for the 10 disc changer in the trunk). I'm not even using it's power in my SVT, but it did very well in the previous car. I also picked up a Kenwood CD player for my RX-7 last fall at Circuit City, open box $106. 45wx4 and no skipping in that car, amazing.
That said, 6x8 is the factory speaker size and replacements are on sale for a whole $2.50, about what they are worth. Actually, I still use them, but only as midrange as I added tweeters and a sub with appropriate crossovers. But, people have installed 6x9, 6x8, 5x7, 5.25 and 6.5 inch speakers in all doors. 6x9s could give the best bass response, but a round speaker most poeple would say sound better. If you plan to add a sub, I'd opt for 6.5" speakers.
If you give us your budget, we can help narrow your selection down. I just recommended a setup for about $250 (4 doors) that should be awesome, much better than most systems costing twice as much.
Aaron