Components all the way mate.
Co-ax's are ok but if your putting them in your MK2 Golf then the speaker will live in the door thus all the sound from will be in effect hitting your leg, the spectrum is nowhere near as broad as a comp', not as in frequency responce as in the way the sound hits you.
With comp's you can alter the sound with the position of the tweeter. The dash grills are are a good place for the tweets to live as they sound good there and also hidden. I placed my Phoneix Gold tweets at the top of my A pillars running off my Rockford Punch amp, sounded fantastic and got a few comments.
Where abouts are you from mate as I will me more than happy to help you with an install
