The front door speakers require that you remove the entire door panel. There are 2 screws underneath the door pull, one in the recess for the door handle, a couple on the underside of the door panel, and a plastic rivet on the side. Push the center of the rivet in and the whole thing can be pulled out.
I'm not sure about the rear speakers, but I'm sure someone here knows.
Just replaced mine this past weekend with JL Audio 650CXI's.
You do not have to remove the entire panel in the rear, which necessitates removing the front seat belt anchors at the floor near the door sills. Begin by first turning off your interior lights (the courtesy bulb in the rear courtesy lamp gets pretty danged hot). Remove the rear bottom bench seat (it pulls straight up and out). Put the rear upright seat-back in the down position to expose one Saab proprietary black plastic screw type fastener at the rear of the panel and one gold colored torx screw above that. Remove these. (The balck plastic fasteners only need a one-half turn to release. They will go loose on you when they have released, and should be able to be pulled straight out). At the bottom of the panel, recessed into the body but well exposed, there are two more black plastic screw type fasteners. Remove them. Pull the rubber molding/seal at the rear of the front door from the body to expose a plastic pop out tab up near the top of the front of the rear panel. (Very easy, it fits well and snug and offers very little resistance; it is also easy to reattach). Behind it is another torx fastener. Remove it. The black plastic door sill has one black plastic fastener into the rear panel at the front down at the floor. Remove it. If you are careful, you can pull the door sill away from the panel without pulling the whole thing up, all the way to the front of the door opening. Underneath the panel along its top are two plastic tabs securing the panel. You need to grasp the panel and pull firmly up to try to pop it off these without breaking them. Good luck. It seems at least one will break every time, but they are not truly necessary to secure the panel.
When the panel is free, lift up and move it forward and away from the body, allowing the seat belt to extend as you do so. When you have pulled it far enough away from the body to reach in, do that and pull the bulb, toward the back of car, to get it out of the rear courtesy light mounting. You may now pull the panel away from the interior body as far as the seat belt will allow, leaving ample room to work. You have now exposed the rear speaker mounts, held in place by two easily accessible torx screws. Remove these. Remove the speaker wire terminal clip. Push the two metal tabs of the speaker mounting bracket in the body structure inward until they pop out and you can lift out the bracket holding the speaker, which is only secured now by the bottom tab into the body (no fastener here).
Now, make sure you can mount your speakers in this bracket. I had to use channel locks to bend the outside of mine back, being careful not to distort the butyl rubber surround. I then made them a gasket (these speakers had none and were obviously intended to be flush mounted from the front), from 1/2 inch rubber weather strip and screwed them into the bracket. Nice tight compression fit with a really good seal from the weather stripping. I used the remainder of the weather stripping to make new gaskets for the fronts of the brackets to the panel interface (the old open cell foam one had deteriorated pretty badly). The weather stripping was 3M 1/2 inch by 1/2 inch in a ten foot length, which I used most of.
The speakers were efficient (91db) and when sealed into the panel gave superb bass and stupendous treble. It is important to select a speaker with pretty good efficiency if you want to keep stock head units and amplifiers. They are powerful enough to give good volume and bass response with efficient speakers. If you insist on getting massive magnets and voice coils with long excursion throws, you will have to increase power or be very disappointed. I put myself on a budget with the goal of noticeable improvement without upgrading the head or amplifiers. I am very pleased. With the Boston Acoustic FX3's in the dash and these guys in the back, it is like a whole new stereo.