The deck and the speakers. Also be sure to know how many speakers you have. This changes the distribution of the watts so make sure to point this out to whoever's helping you. And above all, remember to ask the salesperson. I know plenty of people who read a couple of ads and don't even bother to ask for help.
Installation is pretty basic.
Usually where you're old speakers are is where the new one's will go, but sometimes if the size doesn't fit you may have to fork over some more cash to get it fitted. The same with the decks. Most cars have a space to the right of the steering wheel that fits your current system. Usually cassette and CD decks are about the same dimensions and if not a harness can be bought to fit the deck properly. For the basic stuff Circuit City and Best Buy are great stores to purchase your system and have it installed.