I chucked some Infinity 4" speakers in. No real problem putting them in, although they are very tight against the door trim. The sound quality isn't improved all that much, but since I'm running them of a Pioneer H/U and not an amplifier it's not all that suprising.
Your best bet (however a little more expensive) is to go to your local car audio store (or autobarn or whatever) and ask them to give you a quote on a set of pods for your front doors. If your really into sound quality you shouldn't even consider going any smaller than 6" speakers for your front staging.
My local Autobarn (SUNBURY) quoted me for around $100-120 for a set of 6" front door pods (fitted with speakers installed). From what I can remember he said that I could also choose what I wanted them to be covered with (carpet, vinyl, paint etc..). Most audio shops have a show car that they use at shows etc, have a look at that to have an idea of the kind of workmanship the people at the store are capable of. The sunbury autobarn used to have a yellow integra, now they've got a Sub Impreza. Very nice.
So yeah, If you've got around $100-150 to play with I'd suggest you go with pods that can accomodate 6" speakers. You can always make them yourself but I don't have the skills so I need someone to make them for me.