I guess we probably need more information about what specific deficits you are hearing.
Certainly the tweeter is a simple enough upgrade and you may want to flush mount it also (if you have the wood working skills). Depending on the choice, the crossover may need to be altered. Bob Crites can give good advice on this topic.
Dealing with the mid-range will probably have the most profound impact. Usually folks target the mid-horn itself and possibly the mid-driver. This is not as easy to retrofit and could require some wood working skills. It depends what direction you go. Again, this could require altering the crossover. Such an alteration requires some technical knowledge and measurement and should not be "designed by ear". Fortunately, many have already worked out the details for some of the more common substitutes (make sure about this however).
The woofer is sometimes swapped out. I am less enthusiastic about this modification. The cabinets dimensions and geometry are a function of the driver's parameters. So a careful choice is required (many folks have gone astray on this issue). The other issue is that the woofer is not the weak point of a Klipschorn, so it is not the obvious place to start.
IMPORTANTLY:
If you have not done so already, I would recommend the following things first.
1. Try placing the horns along a different wall (if you have the corners). The short vs long wall placement can have a dramatic impact for a number of reasons (the only cost is potentially having to construct a false corner)
2. Make sure the cabinets are snug in the corners and use pipe foam if necessary (it is a cheap fix).
3. Try moving the listening chair forward or back. If you are at a 45deg angle to the face of the cabinet, the response is much better (again false corner may be required)
4. Certainly refresh the caps if the originals are in there (again this can be done cheaply and does not require a re-design). While you are at, clean off all the contact surfaces.
My suggestions are easily accomplished and can make a noticeable difference in the sound. They are all too often ignored however, in favor of the more "sexy" solutions.
I suspect you already knew about these suggestions, however there are other folks who might benefit.
Good Luck,
-Tom