I agree, depending on the model of car and your handyness with tools, it's not to difficult. I actually DIDN'T do the install on the Pathfinder myself, the main reason being that it had a stock Bose system in it before, and I didn't want to deal with installing the bose-to-regular adapter (since Bose uses proprietary amp technology, you have to adapt the Pioneer deck to the Bose speakers).
At any rate, do some shopping around, see what people charge, and what kind of guarantee they have on their work. Best Buy isn't as bad as people make it out to be -- I have a buddy who's an installer there, and he and his crew do good work. When he installed mine, the iPod hookup wouldn't work for some reason -- took it back in, he swapped out the connector with a new one for free (not just because he's my buddy, but that's Best Buy's policy), and it worked fine.
As for aftermarket decks, the best price to performance ratio, in my opinion, is Pioneer. There are better decks for sure, but you pay the premium on them.
Also, get a quote on the total cost with install (a lot of places offer free installation over a certain $ amount) and take that quote somewhere else to see if they can match it.
-olly