If the speaker wires coming out of the factory head unit or aftermarket head unit are small, which they always are because of the low RMS ratings, it doesn't make any sense to run larger wires directly to the new speakers. You will gain nothing by doing this. The factory speaker wiring will work just as good. Now, if you are powering the speakers from a separate amp, then yes using larger speaker wires connected to the amp will make a big difference in sound quality. If you are running new wires because the factory wires became damaged, I would suggest running a similar sized wire as the factory wire or 1 gauge larger. Posi-Locks are also great wiring connectors!
2005 ZR2 Blazer / Mods- Spectre CAI, Descreened MAF, Shaved Throttle Blade, 31" Goodyear Kevlar MT/R's, Black Rock Rims, MSD Street Fire CDI & Super Conductor Wires, Accel Cap, Rotor & Coil, Flowmaster 30 Series, Gibson Tailpipe, ES Bushings, Goodridge Brake Lines, Power Slot Rotors - 1996 Impala SS / Mods- Too Many To List - 1988 S10 Blazer / Mods- Too Many To List - 2001 S10 Crew Cab 4x4 / Mods- Too Many To List *Wrecked 12/06*