In terms of head units, Alpine is on the high end of things, followed (IMO) by Clarion and Kenwood (even though Kenwood is a common name, they make decent units). For sub(s) I would go with Kickers. Very nice sound out of most of their models. Of course to power the sub(s) you'll need an amp or two, depending on what you're running.
If you plan on replacing the door speakers (do you have one in each door on a 2 door or four door?) I recommend going with component speakers for the front doors and regular plain jane 6.5" speakers for the rear doors. You'll need yet another amp to get pristine sound out of your crossovers.
It would really be best for you to go to an audio shop in your area and talk with them. Most employees at such places love to show off how much they know, and are usually very helpful ;-)