Going active means you ditch your passive crossovers that come with your component set, and determine at which frequency they cross over using either your deck or your amp. Decks that have this feature include most of the higher end Alpine stuff, like the 9887, the 7998, 9835, etc. Many other brands can do it too... Pioneer Premier, Eclipse, etc. The advantage(s) is that rather than having JL or Alpine or whoever determine where your mid cuts off and your tweeter picks up, you can pick for yourself. Car interiors are all different, which can make predetermined crossover points less than ideal sometimes. "Going active" allows more versatility to compensate for this and can sound a lot better in most cases as long as you know what you're doing.
You'd set it up so that basically you have your sub from say 80Hz down, your mids crossed in at 80Hz, up to say 2.5kHz, then have your tweeters crossed in at 3kHz. If that doesn't sound quite right, rather than being stuck at a 2.5kHz crossover point, you can bump it up to 3.5kHz or 4kHz and let the mid do a little more work and see if that sounds better, whereas with the passive crossover you'd be stuck with the set crossover point. The decks that have this capability also let your determine the slope, or how steeply the speaker will stop responding below or above the crossover points, which can affect the sound as well.