Don't forget guys, most of the decent coaxials today will allow you to adjust the tweeter to the direction you want it, so I wouldn't say that this is an advantage to the components. Also, with coaxials, the sound is coming from one point only, as it would in an ideal setup. They are a ton easier to install also.
What it really comes down to is if you have installed the speaker correctly. I bet a correctly installed 15 dollar Pyramid speaker will sound better than a 500 dollar state of the art speaker that was hurried in and not set up properly. No matter what you choose to do, take the time and do it right. It will sound 100 times better that way.
With all that said, I think generally a properly installed component set sounds better than a properly installed coaxial.