To install a stereo in your car you will need a GM LAN adapter. This will retain the factory door chimes and send an "all healthy" signal to the vehicle computer. It will also give you a switched 12 volt accessory wire. The newer GM vehicles don;t have one. They turn on with the LAN signal.
It's kind of pricey. But, it is necessary. Without it, you risk doing damage to the vehicle's charging system. I've heard all sorts of horror stories about people killing alternators, starters, and batteries. Because, they didn't use the right integration harnesses.
You would need Scosche part number GM09SR.
http://www.scosche.com/products/productID/538
This is about the cheapest that I can find it for you.
http://cgi.ebay.com/SCOSCHE-GM09SR-2000-Up-GM-Radio-Replacement_W0QQitemZ120390759688QQcmdZViewItemQQptZLH_DefaultDomain_0?hash=item120390759688&_trksid=p3286.c0.m14&_trkparms=72%3A1234|66%3A2|65%3A12|39%3A1|240%3A1318|301%3A1|293%3A1|294%3A50