Your problem could be one of many things but I am gonna try to touch on the basic two.
1. You may not have as high quality of speakers as what you are looking for
2. Your speakers are being under powered by your factory head unit.
Sony xplode speakers aren't the best out there, so the sound that they reproduce isn't going to blow you away. You could step up to the pioneers and notice a big difference in sound quality and loudness but the bottom line is that if you want to have a very full sound out of any speaker, you need to give it power. I am running a full sound system in my 01 SE. I have two diamond audio 15'* powered by an MTX thunder 942 amplifier. I have no rear speakers, and in my front doors I am putting an elemental designs component set powered by an MTX thunder 684 amplifier. All of this is being ran off of my factory head unit so nobody will look into my car and know that I have a system. My component set will be receiving about 200 watts to each side. This system is going to be very high powered and the more power that I am putting into it, the more clarity it will produce at a higher volume which means I can turn the volume up higher.
Now I am not saying that you need to do that much to make your system sound good. If I were you, I would decide whether or not I wanted to keep my factory radio. If not, go with a pioneer or a panisonic. These two are both more affordable and very powerful. I put a panisonic head unit in my girls car and it made a huge difference in the way it sounded even with the factory speakers still in at first. I got it from circuit city for about 164 dollars with free installation. I beleive it is the cq7103 . Check it out. A good head unit will be rated at about 50x4. Honestly it will only put out about 17x4 but that is all you need to get a good sound out of an aftermarket speaker. the factory head unit puts out alot less and that is why after market speakers dont get as loud and full sounding off of it.
If you want to keep your factory radio, you will need to get a line out converter and an amplifier. I chose to go with an Audio Control LC6I line out converter. It cost about 150 dollars but it will allow me to use it to hook up amplifiers up to my factory radio for the same cost as buyibng a new radio. plus it has about a 8 volt signal out for the rca'* which makes the radio sound even better. I could go on foerever but just start there and let me know if you need any mnore help