If it hurt your ears it wasn't as nice as you think.. Your tweets probably hurt your ears because they were overly bright. When you can playback flat and with low distortion you'd be surprised how loud you can take something before anyone complains. More than once I let people set the volume knob where they wanted on my stereo and often you couldn't yell over it without quite a bit of trying, although just listening to it, it didnt' seem "that" loud. Only when they tried to talk did they realize it was WAY louder than they though it it was.
Pro audio when done right is like the difference between getting mainstream subwoofers or going with the forum brands. Your paying less money for a much louder product that sounds just as good or better. Unfortunately, what most people do is also akin to putting a bunch of SA12's in too small of a sealed box on not nearly enough power and wondering why it's not loud and doesn't get low. No **** a bunch of 30 dollar mids wired down to .25 ohm scattered around a vehicle with tweets in 7 different locations doesn't sound good. Nobody in their right mind would expect it too, just like 12 SA12's in 5 cubic feet sealed on a 700 watt Jensen amp isn't going to be amazing either.
Buy decent/good pro audio (yes you may pay more than 15 per speaker) and put them in good deadened locations, fiberglassed kickpanels, etc and pay attention to tweeter aiming and you'll end up with something that sounds like any good component set, but gets around 2x as loud to your ears, and with less distortion at the higher volume levels that car audio guys tend to listen at.
For many years all the top SQ cars used pro audio. It was more realistic sounding at lifelike levels with lowered distortion when you had it all dialed in properly. When things get loud enough with low enough distortion that's the best way to describe it, it sounds real. I remember when I got my first PA system dialed in someone asked me if it was loud and I made a funny face. I told him yeah, but not in the way you expect, because it's not, it's totally different on a good recording.. Sure bad recordings get "loud" good recording start to sound "real", it's a nice distinction.