coaxial speakers are full range, meaning that there is a woofer, a tweeter, and sometimes a mid range all in 1 basket that fits into a speaker whole. This allows 1 speaker to reproduce the desired frequency range.
On the other hand, components are a seperately organized system. You'll have the woofer in the door, for example, a tweeter mounted elesewhere. While harder to install, (cause there is more than 1 part), you get better imaging that way. By that i mean, the upper mids and high frequencies will be closer to your ear, where you will hear them better.
A problem with coaxial speakers is that often the speaker is mounted so low in the door, you don't hear the highs that well at all.
Infinity does make a fine speaker, but I don't know if I'd get them from Circuit City.
-vasu