The speakers are really easy to change on the clio. On the front doors you will see the speaker grill. On the arch of it you will see/feel two 10mm wide slits. Use a flat head screwdriver or similar (careful not to scratch the door trim) and it will pop off. This will reveal the speaker and two torx screw heads. They are either t10 or t15 screws. These speakers cant take much abuse but if the factory has screwed them on too tight this can cause them to vibrate more than normal. For the rear speakers (on a 3 door model) I have found it easier to remove the lower half of the rear seat which will the reveal the speaker grill. The cup holder (useless space) front panel and grill are one piece. If you pull it off from the speaker side and work towards the cup bit. Around the grill it just pops off but the grill has guides and you dont want to break them! They have the same size torx srews as the front. If you do decide to upgrade they are a 5 1/4" speaker all round. There are tweeters in the dash but I would just leave them. It is deffinately worth checking the mounting depth of your original speakers (front only applies) to any new aftermarket speaker you find. Blaupunkt do a very shallow speaker which shouldnt give you any problems but I havent heard the sound quailty of these so dont quote me. Go to halfords listen to some of theres and then surf the net to find some bargains!
The standard stereo is pretty poor, if you can borrow someone elses HU then you will be able to find out which is the culprit.
Hope that helps.