Speakers will nearly always sound better in the display. I have been behind the scenes and seen things like Vinny mentioned as well as eqs boosting bass and treble slightly. They are also mounted in perfectly sealed enclosures. You are listening directly on axis, etc. etc.
About the best you can do is try to listen for the best option and assume that it will also sound the best in your car. There are a few things you can do to help yourself out. Get an amp, prep the doors (dynamat it and try to seal it as much as possible), or mount speakers in the rear deck. THe rear deck is not ideal by any means, but that location would be the closest thing to what you heard at the store.
As far as speaker wire, if you are using the aftermarket deck, the stock wiring should be fine. In a high power system, it is worth it to change it, but it is important to mention that the right gauge wire is infinitely more important than getting expensive wire.
I imagine that the hole in the rear deck would affect the structural integrity, but I doubt that it would be substantial enough to matter.
