A Pair of coax speakers that have built in tweeters plus a second tweeters usually ends up being way too much treble, along with a lot of high end cancellation. This is one big reason why components are a much better way to go.
However, if you decide the only way for you to go is to get aftermarket tweeters and add them on, most tweeter sets will come packaged with some type of high-pass filter to use. Do make sure before you hook them up though. If you hook a tweeter straight to a full range signal, it's life will be spectacularly short.