Thanks to everyone for your replies! Please keep them coming.
Zoodog: Pity you are all the way up there in Boston, or I would let you take my Evo out once it's broken in. I can tell you that the Evo is all eveyrone says it is. Very quick acceleration, and the best handling I've ever experienced... period. Compared to the WRX, it's a bit "edgier." More responsive in both acceleration and handling, but the WRX can certainly be modded to give you what the EVO's got.
I might be very interested in the Focals! I'm assuming this is the component set and not just the midrange driver? Also, I'm assuming that these are designed for use with a sub? I wasn't planning on installing a sub. I've heard some good things about Focals, though, so I'd like to hear more about how they sound. I'll try to have a listen, as I just discovered someone around here who sells 'em. Did they not fit because of depth? What kind of mounting depth do they require?
Tyson: Thanks for the lead. I'll look for the JL brand and give them a listen.
DTH: See my comments above on the EVO. I would highly recommend it, but if you already have a WRX (assuming it's a stick), maybe you should just put a few thousand into modding the WRX and buy a more practical 2nd car? I will say that the EVO gets attention wherever I go. Grocery stores, gas stations, etc, anytime this car is parked, a crowd of 20-year-olds seems to flock around to ask questions about the car. It's very well known to this demographic. That's very fun.
I heard the Infinities at Circuit City, and they sounded good. I liked the Diamond Hex's better, tho.
Nathanm: Initially, this was the case. I have also discovered that the "mitsubishi mix" the dealer gave me (a compilation of all the music in mitsubishi commercials) is a horrible recording; practically unlistenable. My other CDs sound much better, but I'm still looking to improve.
Brad: I have heard of CDT and am considering them also. If I go this way, it looks like I'll be doing the install myself since I can't find a dealer. Doing the install myself doesn't look too tough though. Thanks for the lead on the head unit as well.
I'd be very interested in discussing the car amps you have. PM the details my way if you would.
Chops: Thanks for the info on MB Quart. This brand certainly has a loyal following. It's tough shopping for car speakers because it's true that they do sound different in the car than in the store. This sucks, because it makes auditioning almost meaningless.

I'll go back and listen again. My first impression was more "Klipsch" than "Dynaudio."
All: Several suggestions to mount the tweeter with the midrange for proper imaging. Interesting. Why do so many manufacturers mount tweeters in the A-pillar then? In home audio, we are always trying to raise the tweets to ear level... why the exception in car audio? I'm not challenging you by any means... just trying to learn.
I have plenty of room to mount a good amp and/or crossovers beneath front seats.
Thanks again for the help... keep it coming!
John G