door speaker tutorial

No aftermarket speakers are a direct replacement in the S3. They all require adapter rings in order to fit properly. The fronts are 4" mids and 1" tweeters, though you can fit 5.25" units if they're pretty slim (50mm max depth). The rears are 6.5" coaxials (non Bose system). The rears are 4" on the Bose version.
The limiting factor is not the speakers it's the fact that they're mounted on a flimsy door card loosely clipped to the door, so spending a fortune on expensive components is money down the drain. I wouldn't spend more than £120 on the front components unless you're going for custom door builds.
The rears can accomodate pretty much anything but again they're mounted to the door card and positioned badly so anything beyond £60-£80 will be lost due to the poor quality mounting.
You'll also need the Blaupunkt RCA adapter in order to hook up a 4ch amp.
http://www.caraudiodirect.co.uk/blaupunkt-preout-lead-p-79.html

What this won't give you is an independent Sub level control as the Audi HU only has front & rear pre-outs, so you'll need to hook the sub up to the rears and either run the fronts & rears off the front pre-outs so you can use the fader to control the sub, or run the rears in tandem with the sub and rely on Bass adjustment to control it.

The adapter rings fit to the door panel using the stock screws, then you fit the speaker to the adapter ring.
http://www.caraudiodirect.co.uk/audi-2000aug-2003-c-292_294_338.html

Don't buy the autoleads ones as they're crap. Your are actually better making your own from MDF if you're handy with a jigsaw. The plastic ones usually leave gaps between the door aperture and the cone and don't add any weight to the mounting. MDF at least gives the speaker something to kick against.