When i upgraded the sound on our avant, i left the original audi speakers alone, and fitted a subwoofer.
I'd tried to install some infinity components in the front doors, but due to the horrible fitting adaptors and the design of the speaker, it sounded worse, because the cones suspension foam was jammed against the adaptor.
I ended up moulding a fibreglass sub box to fit in the side of the boot, and mounted a 12" pioneer sub in there, with a 300wRMS Sony amp driving it. Pioneer head unit up front driving the original audi speakers and it sounds pretty damn good. Becuase the main speakers arent having to work hard reproducing all the bass, it stays sounding crisp even at high volumes and the sub provides just the right amount of bass fill.
The only other part i want to install is a bass controller i knocked together myself for about 3 quid using a pot from maplin and some resistors. I've just never managed to get a chance to install it into the car. I find that without it, you cant really set the sub up perfectly. Some tracks seem to be mixed so that they are very bass heavy, which gives you a horrible overpowering amount of bass from the sub, and others are mixed to be quite light on the bass, having the knob to adjust it is rather useful! I've set it up just now as a compromise but it would be better with the knob!
I'll get some photos of the install and pop them up so you can see them if you want.