It all depends on what kind of system you are trying to build and how much money you are wanting to spend. Your local stereo shop or eBay can get you a nice setup to make your music sound great for only a couple hundred dollars. Or you can spend a couple thousand and shake buildings and break windows.
You will need a decent deck to power and control everything. And you will want new speakers all throughout the car. Then decide if you want to power everything with the deck to sound good. Or power it all by an amp to make it sound GREAT. Then decide if you want subwoofers or not.
You should goto your local stereo shop and ask them this same question. If you have never done this sort of thing before then you are going to need some help.