The tweeters may seem harsh due to two reasons. The rear tweeters are located directly behind you and are the nearest speakers to your ears (bad location anyway, but not a lot you can do except delete them and just use the fronts) and secondly that they are now overpowered and are usually the first speakers to distort at higher volumes. 
Well I had a bit of a play and realised that Loudness was turned on! No wonder things were harsh!
The new HU also really emphasises the problem with the rear tweeters being so close - in my previous cars when I have added a sub-woofer I've completely faded out the rears unless I had passengers in the back. For the time being I've faded things forward a touch so I don't lose too much bass.
Not sure when I will get a chance to get the sub installed, but when I do I will decide if the sound is reasonable with the existing front speakers - if not they will be getting an upgrade, possibly to some 3 way Infinity speakers I've had my eye on for a while.
Thing is I don't want to spend a fortune and previously I've had some success with upgrading the HU and adding a sub but keeping the std speakers. My 2 BMWs were ok, but the best result was in my Seat Leon Cupra Mk1.
You just need a decent HU with reasonable power and sub control.
