With mine I just have two presets at the moment - normal balance (all on 0) for Radio (mostly Talksport, 5Live) or full (all on +7) for music as the stock speakers are dump, with what I can only describe as a muffled sound as though the speakers are under a duvet cover!
A new stereo is the next step, yeah - as the amplifier in the standard stereo is most likely bargain bin type a new stereo will have an improved sound due to better quality internals.
If I remember correctly, on my old Clio the stock amplifier was 20w RMS per channel, my new JVC was 45w per channel with the option to amp the speakers - that also opens up more options but most tend to find a change of speakers te first step, followed by stereo then amps etc.
I've yet to do anything to my Leon, audio wise - budget is a bit stretched at the moment!