How many times have we purchased our "dream guitar" - especially in the low and midprice segment - only to find that it is always lacking "something"? After having purchased and sold many a guitar, and after having sold many a pickup sets to other guitarists, and installed as many sets in m own "loser" guitars I can actually state the fact: changing pickups and electronics is the first sensible thing to do to improve the Tone and Vibe of your instrument. After all, if you resell or trade in your freshly purchased guitar, chances are you'll incur in some kind of financial loss. Add to this that the new guitar may still be lacking something, and there you go - you enter into an endless (and often, frustrating) circle of expenses in the quest for the perfect Tone (favourite buzzword amongst many publicity agencies, and marketing departments, LOL).

Nowadays there's plenty of good pickup winders out there: Jason Lollar, Harry Haeussel, Lindy Fralin, Tom Holmes - just to name a few of those who actually still build by hand, as well as the bigger "industrial" "cookie-cutter" producers. But before you run out and hit the Buy It Now button, you will have to do some preliminary analysis. Huh? Read on.

What am I trying to achieve?

Try to understand what is it you're lacking. Is it warmth? is it definition? Not enough mids? Write to your winder / producer - but be scientific about the qualities and specs of your guitar. It is important to know what kind of tonewoods have been used to build it - a maple neck has plenty of definition and sparkle, but isn't necessarily the warmest sounding wood...
LISTEN to your guitar unplugged - does it sound too trebly? Too bassy? Take your time to understand how the tonewoods are interacting and what kind of "EQ" they are producing.

Did I try to tweak my way out of some of the issues?

You wouldn't believe it, but some of the problem can be addressed by simple tweaks.
String gauge, for example, is an often underestimated component. Very light strings= light, trebly tone (sorry - it's a law of physics). Check out the straightness of your neck. If it is too straight, and the action is too low, your string will be brushing against the frets and will create more harmonics, exacerbating the treble content of your overall tone. Just a little relief (the "bend" you should see in a properly adjusted neck) and all of a sudden a warm, natural tone appears. Another problem area lies with the tune-o-matic bridges. If the tailpiece is screwed all the way to the top of the guitar, the strings may be doing a double-bend when they pass over the bridge itself (once on the edge of the bridge, once over the saddles). This will definitely steal much of the warmth and resonance from your tone.

How powerful should my pickups be?

Back in the early 70, amplifiers jsut didn't have all the gain stages we're used to today. Pickups were wound for more power (ex. Di Marzio Super Distortion) - to the point that many pickups were actually distorting - not the amp! Today the trend has somewhat reversed. Go for a cleaner, more dynamic, transparent pickup and add all the pressure on the amp's front end with a good distortion, treble booster, compressor or volume booster pedal (ex. Zvex' Super Hard-On).
When you'll need to play a clean passage you won't need all those effects to get a nice, pleasing, shimmering tone - it'll be there in your fingertips (provided you're playing a good sounding guitar).

What are the crucial components to pickup Tone??

For sure, we read a lot of things that border on the edge of pure voodoo or snake milk :-)
Someone is promoting pickups and components that have been thermically treated, as in their opinion, cold does "something" (unproven) to improve the Tone of their product vs. the other competitor's stuff. Ho-hum.
Pickups are complex beasts: even the shape and material of the polepiece screws has an effect on how the pickup senses the strings and therefore how it will translate the electromagnetic signal. Oher physical characteristics influence how the pickup will sound: the density of the coils, the thickness of the wire, the strength and composition of the magnets, if the pickup has been dunked in resin or paraffin or if the coils are left "unpotted", the physical proportion of the coils (tall vs. squat), the material used to build the metal covers and it's thickness, the material used to build the baseplate, and so on.

As you can see - the first and best thing to do is always to Ask The Right Question! The second one is to avoid falling for whatever catches your eye in the guitar magazines ;-) There are plenty of forums for you to browse and to ask questions: Fenderforums, The Gearpage Lespaulforum for example, are three of the most famous ones - where you're likely to get good quality answers from other passionate musicians who've already paid their dues to manufacturers of inferior products and who will be more than willing to point you in the right direction.

Good luck with your quest!