Great posts, guys!
Just to add a bit of info: In my 2011 the 9 Phillips head screws that Tugrik describes are T20 screws, which actually cuts down on the number of tools you need by one.
Not all 5.25" speakers are created equal. I tried to put in a set of Polk DXi525 and the speaker baskets are the wrong shape - too wide to fit through the hole in the door. Bummer.
On my passenger door, the speaker wires are blue and white, with blue being negative, white positive. You can tell by putting a few volts to your factory speaker using the wiring plug you almost certainly cut off from the factory harness in the door. I used a 9V battery and battery terminal. When you get the polarity right the speaker cone will jump out, away from the magnet, and when you get it backwards the cone will recede toward the magnet.
The speaker wiring is 16 gauge, pretty beefy, actually, I expected 18g or less.
Crutchfield is currently running a special on the Alpine SPS-510 speakers, buy one get one half off. Expires 2/25/12. Perfect for us wagon guys... I wouldn't have spent $90 on my rear speakers but I'll gladly spend $45. They also say they're sending "1999-up Ford Speaker Adapter Plugs", http://www.crutchfield.com/p_12071058/Ford-Speaker-Harnesses.html?tp=3097. I'll edit this post when they get here and let you all know if they're at all useful.