The brand of deck all depends on what you want it to do.
Do you want mp3 capability? Going to run any subs/amps? What vehicle is it going into? Do you simply want to replace the stock one? Going to add satellite radio in the future?
I bought one last summer, and all I do is burn one mp3 cd with hundreds of songs on it. That way I never have to bring cd's with me and/or plug in an mp3 player.
I recommend a pioneer or Alpine player. I'm not too fond of the Sony decks. But the "you get what you pay for" saying is certainly true. As for the difficulty in installing yourself? It's a breeze. It may seem scary at first, but since the first time, I have done tons of installs along with helping friends do theirs (don't tell friends you know how).
If the one you are replacing is the same size, then it's even simpler. If it's not, then you need an adapter (bought at the same place you get the stereo). Adapters are easy to install and come with great instructions.
Second is the wiring. Get a wiring harness that is made for your vehicle make/model and year. Then all you have to do is solder the wires from the stereo harness to the harness you just bought. Then you can simple unplug the stock stereo and plug in your new one. Slide the new deck into the slot till you hear the click, then voila. A wiring kit isn't necessary as usually the stock wires will be ok. It is recommended to run a different power and ground though. But it will probably be fine without it.
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