First, pick a budget. If you are spending any money at all, buy decent brands. Check Crutchfield for sizes, prices, reviews, etc, and then price shop the items you pick out. Start with a decent HU -- which can be anywhere from $100 way on up. Pick brands like Pioneer, Sony, JVC, Alpine for the head unit. Stay clear of Dual, Boss, Pyramid, Sparkomatic, etc. Once you have your HU, decide on speakers. Again, stay with the major brands. Listen to some sound boards at your local shops (if they exist). Components will sound better, but are more difficult to install, and really need power (amplification) to shine. While you're into the speakers, add some sound deadening (secondskinaudio or sounddeadenershowdown). You don't have to spend hundreds, and cover everything (like Dynamat-users). Stay clear of edead, fatmat, roofing material, etc. A nice HU, speakers, and some sound deadening will satisfy you initially (much better than OEM system).
Next, plan for Phase 2: Amp(s) + sub. Again, pick a buget, and go with good gear.