That's a toughie, especially considering the interaction the speaker likely will have with the opening it's in.

You could look at Energy's RC Mini; Gallo's Nucleus Micro Ti's and A'Divas; Monitor Audio's Radius R90, and Polk Audio's R150. All of them, however, with the possible exception of the Gallos, require about 6.5 inches. Your best bet, IMHO, would be to find a quality hi-fi store that carries these brands (they're not most typically available at Best Buy or Circuit City) and listen to these and to other speakers they may have which will meet your depth requirement. Listening to the suggestions of the rep at the hi-fi store led me to my Monitor Audio speakers (larger than the Radiuses), which I love. Had never heard of the brand before, but that didn't matter once I heard them.

Keep in mind that you're asking for a lot from a small speaker. As in many miniaturized items, the cost will be out of proportion to the size of the speakers. Don't compare these to what you can buy in that size from Best Buy. Compare them to a live performance and see how they stand up.