Here is a general guide for yah:
Headunits: All on preference as far as if you want DIN or Double DIN. Also, try and stick with bigger brands on these (Kenwood, Pioneer, etc) being that they have been making them for years now and are generally very reliable units at a good price most of the time. You can step up to their "Premier Units" (Pioneer Premier, Kenwood Excelon, etc.) for better features and such. My personal recommendation is to get a Unit with what features you plan on using and installing (Satellite Radio, Pandora, Bluetooth, IPod interface, Nav, etc...). Also, if you plan on using Amplifiers for anything, then get a unit with higher Pre-amp Voltages (5V or more). The signal will be cleaner to the amp and you wont have to turn up the gain and muddle the sound quality. Also the amp will run more efficiently.
Speakers: Biggest myth on these is that if I buy speakers that have more power handling I'll get better/louder sound...This is way wrong... The fact is you want to get speakers that A. Fit the door correctly because crap mounting equals crap sound and B. are as closely rated to the output power of either your Headunit or Amplifier, if you are going that way. Being that most Headunits nowadays run at around 35-45watts RMS per channel at 4 Ohms, that is where you want your speakers to fall also. If you get some High end speakers that run at 120watts RMS at 4 Ohms, they are going to be under powered and actually sound quieter and worse than your stock paper cones because you just went from over powering the stock speakers with an aftermarket headunit to under-powering after market speakers. Make sense?
So if you don't plan on amplifying you door speakers, stick with the lesser expensive lower wattage units and you'll be in the clear, however, you going with an amplified system, the sky's the limit, being that you match the power ratings. As far as brand, to each their own, I prefer Infinity or Kicker for door speakers...But it's all in preference of the buyer. I wouldn't wrap your head around brands too much unless you're building a really high end system. Honestly a $70 set of Pioneers will sound just fine on a headunit powered system.
Amps/Subs: This is always a huge controversial topic in the car audio world. Everyone has their specific opinion on what is good and what is crap. The key fact of the matter is that you generally get what you pay for...The better companies cost alot more for a reason usually. However there are brands the people don't really know about out there that will compete the hell out of the big name brands, so as stated before...to each their own...The key thing to go with is a few simple decisions....
A. What kind of music you are listening to
B. Space constraints
C. Budget
D. How Much power your vehicle's electrical system your car can handle
E. What effect you are looking for (Nice clean bass, or rattle s*** off the shelves of the local gas station bump)
Once all that has been decided, then you can do your build. Same rules apply to subs an amps as regular full range speakers. Max Power MEANS NOTHING! so don't read into that gimmick. RMS and Ohms are all that mater for a basic build. If you go crazy, then THD %, actual rated power, box volume/size/type, and many many more characteristics come into play. For instance if you have a single 12" SVC (single voice coil) sub running at 300 watts RMS at 4 ohms, then you should look for an amp running at roughly 350watts RMS at 4 ohms per channel or slightly higher. More power is better than less power as stated before in this thread. You will kill a driver/coil faster off not enough power than you will with too much. Plus you can always turn down the Amp but can't add power to one.
Hope this make sense and helps with you decision making... (cool)