Standard speakers are SH*TE in a mk3 Golf (I know, I had one until recently)…
Get some decent replacement speakers (you'll need 6.5" speakers for the doors) and you should notice a vast improvement, as long as you've got a decent enough head unit to power them that is…
Just get some decent 2 or 3 way speakers, wouldn't bother with component speakers unless you're planning on going for a decent install. Have a look around, but I picked up some good quality 3 way Ininity Speakers in the sale in Halfords, reduced from about 100 quid to 50… You shouldn't need to spend any more than 50 quid to get something half decent anyway, shop about… See what's recommended…