Hey Frebay,
Welcome to the addictive world of (strike fanfare) **CAR AUDIO**
I suggest that while your computer is busy ripping CDs to stick mp3s on the EMPEG when it arrives, run down to the newsagent and get a hold of whatever Car Audio mags you can. Car Audio and Electronics and Car Stereo Review are two American mags I pick up in Australia (yes we have cars and stereos and some of us even have car stereos! ;^)
Often they have intructions on 'how to install head units' ,' tips on wiring' etc.
Read up on as much as you can so that when the unit arrives you know how you'll install it. It will be hard work sometimes, but oh-so-cool!

You may also run across reviews on CD head units with auxiliary inputs and other features. determine what you can afford then see what you can get

best of luck