I just finished installing my first car stereo, a Blaupunkt Montreal CD34, into the Protege. There was a lot more than I expected to it even though it was a "simple pull from the dash" install - hooking up the harness, getting the mounting in place, fiangling some means of attaching the ground wire to some metal part of the car, shoving it into place and then finally setting the head unit up. The end result was well worth the effort - a CD player, many many more FM presets, and an aux in for the iPod.
Of course, after all that work, I'll have to install another one into the Civic when I swap cars with the P's. On top of that, this time I'll have to rip apart the dash in order install it. Or on second thought, I might be a total bum and just pay someone to do it for me.
Crutchfield, my friend. They have a really nice matrix on what units work for what cars in terms of installation. They also had nice, simple installation guides for free.