I actually just left my job as a sales manager for Audio Warehouse so i know my way around this topic very well.
The other members are absolutely correct when it comes to the most important piece. Your head unit is the heart and brain of the system and even a basic aftermarket unit will greatly improve the quality (not to mention expandability) of the factory setup. My personal reccomends would be to go with any Pioneer HU that you can budget for. Some key points to look for in a HU:
Connectivity
-Some people enjoy the new mech-less HU's as they have no moving parts for those who view CD's obsolete
-Definitely need a means of digital media (USB, BT audio, or for ideal bitrate CD's)
-Bluetooth w/internal or external microphone
-Number of pre-outs and the voltage (ideally 3 sets of 4V but 2V has become ever so popular)
Tweakability
-Equalizer (your most "accurate" sound would be to leave this flat, but if you like to play there are 3,7,9 etc. band equalizers available)
-Crossovers (both HPF High Pass Filter, and LPF Low Pass Filter. This will set the frequency cutoff points and "slope" of the cutoff. Either 6 or 12DB/Octave)
-Sound Retrieval - Attempts to "warm" the tone of a lower bitrate MP3 file
Honestly i went more indepth than I intended to for the HU, and my shift just ended, so feel free to email me for any questions regarding your next step past the HU.
baridude@gmail.com