Don't know what stereo you have exactley, but I would either try replacing the speakers and or go for an amp + sub. If you are going down the sub route, don't worry about replacing any other speakers apart from the front, becasue the rear really becomes irrelavant.
If you are keeping your exisitng Head Unit, then you need to find out if you have any "pre-outs" ie - an output for an external amplifier.
If you don't, you can get some amps that accept an input from a speaker wire, or get additional converters for amps that don't accept the speaker wire input.
Maybe Fuzzer can help?? He tells me he has an OEM sub in his W203.