Finally got a new head unit in the car. Sony CDX-C880R but what speakers should I go for. The head unit chucks out 45W x 4, has a Sub control aswell, any ideas please?

 

I had Mission 6.5" Coax in my 97 - they're about as good as you get. Or MB Quart. Both need to be well driven though, so it may be worth investing in an amp. You won't be disappointed though.
These are superb with all music.
Hope it helps slightly.

Craig

 

Depending on how mad you want to go....I wanted to avoid cutting the rear shelf, but wanted some decent bass....real answer is to go for a sub... ended up with a pair of 6" Infinity Kappa Planar mid-bass units. They come with passive X-overs and need to be driven. My head unit is CDX-4850R with MD player. They only just fit the back shelf without being on show and without cutting. I am delighted, considering the amp I am using is some old unit I had knocking about. I am not an ICE expert, but you ar unlikely to go wrong with JBL, Infinity, MB Quart.

If you don't mind cutting or surface mtg. go for the co-ax or tri-ax 6 x 9 of any these makes.