Some very true words of Jay there.
Switching from my previous Pioneer P70BT to my current HU (Pioneer Avic-X3 BT) gave a huge difference in sound. That was when I still had the OEM speakers in my Zed.
You should also always try to listen to different HU brands before choosing one. Pioneers are know to have a more piercing sound. When I was looking to get rid of the distortion in my ears from the high tones, we tried a Kenwood HU to see if it made any difference, and it did. The Kenwood sounded more pleasant for me, but still the high tones were not good enough.
Finally I opted for the Audison Bit One digital soundprocessor which gives me a 31 band graphic equalizer per channel... but that's not relevant now
Point is that good sound depends firstly on the expectations of the listener, secondly, as a result of point one, the choosen HU. From there on you can start upgrading which ever you want. As I said before, I know of people who have the complete OEM Zed speakersystem with just a woofer and the sound is good enough for them. Even just soundproofing the car can already make a huge difference.