If you're going to run a component set, I agree with the above responses, you should run an external amp. If you're running them off the HU, you'd be better off geting coaxils.
For 5.25" comps, you can buy some adapter plates that convert the 6x8 opening to fit the mid and the tweeter. This is the easiest method, because you can still use the factory bracket. You don't get as much midbass as the 6.5", but installation is much easier.
For 6.5", you will need to make new adapter plates to fit the mid in the door. Also, you will probably need to mount the tweeter on the A-pillar or somewhere on the door, which requires even more installation time. You get more midbass with the bigger mid, and it brings the bass up front more, but it takes longer for the install.
For recommendations:
DEI 650.2/550.2:
http://www.sounddomain.com/shoplist~b~DEI~t~Component+Speaker+Systems
I haven't heard these comps unfortunately, but I've heard great things about them. DEI's make amazing speakers, and if I had to recommend a set, these would proably be it. I don't like metal dome tweets, but apparently they're not as bright as normal metal tweeters. I'd jump on these if I were you.
Review:
http://www.caraudioforum.com/showthread.php?threadid=167081
CDT Cl-61a:
http://www.thezeb.com/caraudio/CDT_Audio_Components.html
I run the classics in my car and they sound amazing. Very accurate and great response. The tweeter is a little laid back, but very natural sounding. I'd recommend these or if you want to spend the extra money, get the HD's that Ruffrider mentioned.
Some other great comp sets are Crystal's from sounddomain.com, JL XR's, Focal, or you could do it the DIY method and pair up a pair of peerless CSC-X autosound mids to some Vifa D26 auto tweeters from
www.madisound.com. Madisound will design and make a crossover for you, also. It makes a great component set from what I've heard, and the peerless is supposed to be one of the best on the market.