First of all, what is the budget. that will determine where to go first with your system. If you are under $500 dollars, first start with a head unit. If will give you a bit more power and is the most important part of a stereo system. I have a Alpine CDA-9805, and while it does not have all the bells and whistles of more expensive HU's It is worth the 200 dollars. it has subwoofer controls, and 3 preouts for more amps, and it is XM ready and has a aux input for DVD or Ipod etc. Next would be speakers. I recomend JL audio TR650 Csi components and TR600 Csi speakers they are a seperate tweeter and a 6.5in woofer in the front of the car, and 6.5 in integreated in the rear. For around 300 dollars for both sets, you would be hard pressed to find a better speaker for this money. These things can play BB King, Dianna Krall, 50 cent and anything in between. Try this first. And if still not satisfied add a 4channel amp and a mono amp with a Sub or two The extra amps will give your speakers the headroom to create a better soundstage in your car. The sub(S) will also help the soundstage of your system by sending the low frequencys to the woofers allowing your main speakers to to recreate the music without having to stress them with low bass.
Hope I was of some help.