Changing speaker brands won't make the speakers any louder because they still only have the same wattage coming out of the head unit to feed them. You could get improved clarity but really, if you want a good quality sound and increased volume you need to set up an amp.
edit: Actually to be honest sometimes upgrading speakers but just running them off a head unit, without an amp, can actually give you worse sound quality. I'm not sure about the VE head unit, but most head units put out around 40-55W. If you're speakers say they are 120W or something like that, that means that is the amount of power they want fed to them, not the amount of power they produce. So those speakers are optimised to perform with a wattage equal to that, despite what dodgy car audio salesmen try to tell you.