Ok, first of all, if you are running the speakers off the head unit alone, don't bother with changing the speaker wire, it won't make a difference. I would only recommend that if you were running some serious amps to some serious speakers.
Secondly, the best thing to do to improve your sound is get rid of that gray foam water shield in the doors and reseal the door with Dynamat or some other type of sound deadening product. In doing so, you create an enclosure out of your doors which can improve frequency response, and help eliminate rattles as well.
I have done quite alot of work in sound systems, my car in particular, and resealing the doors was the most important thing I did for my speakers.
