I would recommend getting a good aftermarket head unit first. I just put in my eclipse 55040 and it made a pretty nice difference in the sound according to my ears. I also wanted a place to mount my boost controller and turbo timer and was able to do that under the eclipse as it is a single din unit while the factory is a double din. They do make nice quality double din aftermarket units if you want to use the whole space or you can get a single and just use a pocket underneath. Your local audio shop should have these.
After the HU, I would suggest to upgrade the stock speakers. I think the fronts are 4" , but I would call Thomas Kenyon and get his adapter plates to fit 6.5" in there. I have eclipse and love em, but there are other good ones out there. Really up to what your ears like.
Still want more? Now it's time to replace the amp. My suggestion is for a quality 4 channel design with built in crossovers. I use a memphis 3004 pushing 75 w/channel. It looks nice, is fairly small and does a great job.
Those are just the basics obviously. I would highly recommend upgrading to some sort of subwoofer with a dedicated amp. Doesn't have to be big enough to break the rear glass, but just something to help out with the low frequencies.