I replaced all the audio in my car because it had a Panasonic head unit put in it by "professionals". I got a cheap VR3 head unit (it is kinda crappy but it was cheap and had a iPod hookup), some free rear speakers (I can't remember the brand but it was an off-brand) and JVC front speakers and rewired the whole thing. It sounds so much better and better then any stock system and I payed like maybe $200 total.
+1 to Alpine. Run several of their HU's through several cars, and they've always been great bang for the buck. I'd go for them if I was looking at a reasonable build... save the McIntosh for when you got $$$ to spend on Focals.
I've dabbled in the car audio stuff over the years, and for head units, you can't go wrong with Alpine. In the past 5 years, I've had Kenwood, Pioneer, and Alpine decks in various cars. The Kenwood I had was the EZ500 (they don't make it anymore) and it was named that because it was the first Kenwood that was actually easy to use. It looked ok, but features were sparse and sound quality was just ok. It also had a really clunky Ipod interface, so I waned to get something better.
Enter the Pioneer I had. I bought it for my fiance's DD. When it got totalled, out it came and it went into my old WRX for a while. The Ipod interface was controlled by a separate box, which was a PITA to install. Once it was all in my car, it worked well and sounded a lot better than the Kenwood ever did.There are TONS of different frequencies to mess with and fine tune the sound. When I traded that in, I pulled it out and slapped it in my Trans Am and it's still going.
I bought a Alpine for my new WRX before I even picked up the car. 
It's been in there for close to 2 years now, and it's still doing great. Ipod integration is built-in, it sounds awesome, and I recently added a subwoofer, which it controls flawlessly. It is pretty basic, but everything is there to make your audio sound great.
The key with head units is finding something you can live with that has easy controls, a decent amount of fine tuning options, and the features you want. All of the ones that I had were very easy to use and intuitive enough that you can find the buttons without looking. Also, none of them had stupid dolphins swimming, pics of speakers blaring, or other useless animations. That stuff is just a distraction.
And speakers...
In the past, I've used Boston Acoustics, Polk Audio, Kicker, Pioneer, and Eclipse speakers. Some notes:
-The Bostons were always great, but expensive. Their old Rally series speakers were awesome. I still run them in my Trans Am, and they are over 10 years old and still kicking.
-Polks were cheaper, but never lasted long. They sounded just ok. Never really had any luck with them.
-Eclipse speakers were great for the money, but they don't make them anymore. 
-Pioneer are decent ones for stuff you can find at your local Walmart. Running a cheap Pioneer 12'' sub right now and it's great.
-Kicker speakers are very nice for the money. I have some of their cheaper line (DS-series) in my WRX right now. Their 2-way coaxials sound WAY better than my old Polk DB-series components ever did. That shocked the crap out of me! And yes, I had the Polks set up correctly.
Hope this helps! 
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