I just install it yesterday. What car are you planning to install it on? My 1992 Toyota Corolla was a pain. First it didn't use the standard installation package; instead, it uses it's own equipment which must be bent to fit. Second the connectors didn't match, so I had to spliced my wires. Third, the new receiver was a tad bigger than the old tape player, so making the receiver fit with the extra wires was a complete pain.
They sell installation kits for lots of car brands at Best Buy (no Toyota, which was weird) for about $15. I'm not sure what's they throw in, but if it includes a connector adapter it would save you a lot of time. I know they sell adapters at Autozone, but they were out of stock on my car. Couldn't find any car installation kits at Circuit City or Radio Shack. If you decide to go the splicing route,
Install Dr is an awesome site with wire mappings.
The reciever comes with both RCA and plain wires for the speakers. I haven't played with the system much yet, but it does seem nice. It has a clock (which was a big deal to my dad :/). I tried a couple of different cd-rs brands on it; it read all of them without a problem. MP3 reading time does take a good ~5 secs before you hear any music, and that happens every time you seek ahead too. That's probably because it's reading the entire song file, although I don't know for sure. I'll test to see if that happens when it moves to the next song automatically later. I can't tell you about the quality of the sound; my Toyota has the standard crappy OEM speakers with no bass. However, this will make those long drives tolerable, which was the reason I bought it in the first place.
If you have any more questions, feel free to pm me. Overall, I'm happy with the purchase, and I hope you will to with yours. GL