head units:
pioneer head unit(premiere) - great bang for the buck
alpine head unit/eclipse - real nice but can be pricey

speakers:
infinity(reference or kappa) - great bang for the buck(reference series) - great bass response, plays the full range - no tiney, boom box sound

you need to make sure whatever speakers you go with up front has a medium sized magnet. if it's too big, the window will hit it. i know infinity reference should fit no problem.

sub:
alpine(type s or type r's) - expensive but worth it, type r's may be hard to find

jl audio - awsome subs

rockford - better higher end subs

mtx - some of their cheaper stuff sounds good

as far as amps for you subs(mono block or 2 channel amps) or your interior speakers(4 channel amp) i would hold off. this stuff is pricey, and rememeber installation can be expensive if you have it done. i would start with the head unit, but make sure the head unit has rca preouts(needed for adding amps) for the front and rear and one for sub woofers(aka subwoofer control - you can adjust the subs without going to the amp). after that get your interior speakers done and look into amps subs if needed. i have listed only a few of many possibilities but look around for a great deal then make you decision and most importantly listen to them all before you buy.