Since you're a newbie at it I would buy the wiring harness they are offering. It makes it super easy to install, you just plug it into the factory wiring. If you really wanna do it all yourself, go to Radio Shack and buy some small heat shrink tubing to make your connections. Slide the tubing over one wire, twist the two together, then slide the tubing over the connection and take a hair dryer to it. You can go the easy way and use electrical tape, but the connections aren't guarenteed to stay.
As far as the mounting kit goes, you may or may not need it. A lot of manufacturers have odd shaped receivers and a standard DIN receiver that you buy may not fit right. If it doesn't fit well then I would suggest buying the mounting kit as it will look kinda cheesy without it.
*edit* I was typing when you replied. If the deck at crutchfield is a decent price I would go with that. They send you everything you need, great instructions, and phone support if you have any problems.