I have the BMW Professional headunit and a pair of Lightning Audio 4" Mids in the doors. Plays decent enough. Nice tight low range and clear and crisp mid to high.
I'm a bit of a basshead, so my next upgrade will probably be an RF 12" with a 500W amp (still deciding on brand).
Bottom line, replacing the mids is a start. See if you're happy with the results. If you think you need more oomph, add on a woofer and the amp.
Not a pro or anything, just giving my advice based on experiences.
