I must disagree with Rx8man. Pioneer and Alpine sound very mid-low-fi to me. For truly good head units there are three brands I would consider.
The first is Eclipse. Look for a head unit with the 24-bit delta-sigma DAC. I have the 5444 (last year's model) and the sound is incredible. In a direct listening test, it sounded far better than the top of the line Alpine. Even the lower line Eclipse units have better sound than Alpine, Pioneer, Sony, Panasonic, Blaupunkt, etc. - you get the idea. The Eclipse website is
http://www.eclipse-web.comI believe Nakamichi makes a good line of head units as well. Since they do not have a dealer in my area, I have not been able to listen to them. Their website is
http://www.nakamichi.com/flash.htmlThis is a flash site so make sure your computer is capable. They play some decent music while you browse on this site suggesting that they are as passionate about sound as you are. (But of course this could just be clever marketing!)
For the ultimate head unit-CD changer-amp-speaker setup, I would like to see someone try McIntosh. They definitely have the McIntosh look which may or may not complement your interior, but if the sound is as good as their home products it should be worth the premium price. Website:
http://www.mcintoshlabs.comI'll second the vote for MB Quart speakers. They are probably the best of the widely available speakers. Go for the top of the line.
Another speaker to look at is Dynaudio. They are not cheap and the speakers have VERY large magnets as do their home speakers so they eat current for breakfast - make sure you pair them with a competant amp. I have heard them and the sound is very good.
A third brand to look at is Focal (same company that makes Focal_JM Labs home speakers). I have heard these also and the sound is good. I prefered the sound of the Dynaudio's, but they were not the top of the line Focals so it wasn't really a fair comparason. Let your ears decide if you can arrange to listen to both.
Depending on your car, your choice of installer/wiring/speaker placement may have a big impact on your ultimate sound. You can't play around with speaker placement, cables etc. as you can with home speakers so try to get an installer with a good reputation and one you can trust.