If you want good sound, particularly loud, then you NEED an amp. It's not just to be super loud. The extra power of a good amplifier helps with fidelity even at low volume levels. If you're going to play the stereo with the engine off for very long at all you really should get a second battery. If you kill the only battery then you are stuck.
Crutchfiled.com is a great place to start. Also rocktheboatmarinestero.com.
The really high end boat stereo gear is Wet Sounds or JL Audio. Next down with much more reasonable prices is Fusion and Skar. However, most people would be perfectly happy with Kicker or JBL.
On my boat I have the factory Sony speakers which I hope to replace soon. My sub is a marine Alpine 10". The JBL amp for the sub is a regular car stereo unit I bought on Ebay for less than $100. The Sony Marine amp for the other speakers I also bought on Ebay for about $75 I think. This is all powered by the factory Sony CD player. It does quite well but better main speakers are on the list.
Mostly don't be a jerk by playing it loud around other people, near houses, and late at night.