you will spend lots of money on quality components. Some of the best are MTX, Rockford Fosgate, Alpine, etc. You will need a head unit (cd player, dvd, navigation, your choice), a set of mid range speakers to match whatever car you have, an amp (or two if you want one for your mid range speakers), and a subwoofer or woofers in a box (sealed, ported, dual chambered, bandpass, free air).
If you don't know what your doing then you need to hire a pro to instal this for you. Better yet. Take your car to a pro stereo shop. They will design the best one for your car and your budget!