start by defining the speaker environment. where will the midrange go? off axis? free air? use the enclosure and aiming to help choose a speaker that can perform well in that environment. some speakers need sealed airspace, some need to be on-axis... etc.
same with tweeters - aiming?
next, build your own crossovers that incorporate the aspects of the speaker installation. speaker aiming is huge for determining crossover points, as is actual location and distance from each other. the crossovers also need to take each driver's response into consideration.
use software to experiment with speaker pairs and crossover designs before you buy, so you only buy once. don't use random crossovers with these drivers, you won't get shiet for performance with improper crossover points and slopes.
when you buy a component set, the design and testing is done for you. hundreds of hours of testing, computer modeling, etc. that a DIY set doesn't have.
DIY comp sets with drivers from Parts Express or Madisound can be nice - provided you take the above into consideration and place drivers in the enclosure they require with crossovers that suit their electrical, mechanical, and sonic characteristics.
