This article is from the Car Audio FAQ, by Ian D. Bjorhovde (firstname.lastname@example.org) with numerous contributions by others.
Usually, yes. Using separates allows you to position the drivers
independently and more carefully, which will give you greater control
over your imaging. For best results, try to keep the mid and tweeter
as close together as possible - this will make the two drivers act more
like a single point source (which is ideal).
For rear fill applications, however, coaxial speakers will perform
fine, as imaging is not a primary concern. However, it is very common
to use a low pass crossover with the rear speakers (at 2500 Hz) since
rear-fill is intended to produce "ambiance," and high frequencies (>
2500 Hz) can confuse the soundstage, making it appear that music is
originating behind you.