Yes the components will sound better than the coaxials.
because it comes with a separate crossover network w/c usually adjustble. With the separate comps you have a lot of options on placement, kickpods, doors, you can place your tweeter on the sail panel or a pillar or on the kickpod, it really depends on how you like your imaging. And comps has more rms power.

 

Components are "usually" better. An option is to run coaxials or components in a coax config with an ambient tweeter. When tuned properly this will raise and widen the sound stage. Usually you'd want a tweeter that is very smooth and subtle (like boston) because its not the primary sound you should hear.

I've started looking into some options because the STI/wrxs tend to have a small, low stage because of speaker placement, etc.

 

I personally don't like alpine's components (rather harsh sound at moderate to high volumes). You'll have people that swear this and that is the best when it comes to high end components but it really comes down to the listener and the musis they listen to most. I love Boston (I always have) but thats just me, I like "their" sound. But you really need to listen for yourself.

Some of the more reputable with strong followings are:

Boston Acoustics
a/d/s
Diamond
Dynaudio
focal
mbquart
and a couple others

Each has their own sound.....as well as their own fans