Your question is not only complicated but it will set fire to a lot of people, its similar to the question: Which is better the Mac or PC? It all depends on the person, the particular equipment and so forth.
One of the best things I can suggest is go to a car audio store and talk to a sales rep. Somewhere such as Car Tunez or someplace like that, a place that specifically deals with car audio. Also check out the web and find out what fits your car and your price range. Best thing about car audio is you can change it at anytime, but just remember if you change one thing you may have to change another, so it can get costly.
But if I were you I would go online to crutchfield.com and outfit your car and see what stereos and speakers will fit your vehicle. First thing I would change would be the radio and then build around that, then go to your speakers (3-way) and amp and then get a subwoofer and possibly some tweeters if need be.
But this goes with anything just because the price tag is higher or the name been out longer does not automatically make it better equipment. Building your car audio is going to be a fun journey and only you know what sound your looking for. Also your car audio does not all have to be the same brand, mix and match...I did.
I have a 2007 Grand Marquis:
A Pioneer head unit
Kenwood KFC-C6882ie speakers
4 channel Polk audio amp to run the speakers
2 10" Audiobahn subwoofers in a custom enclosed box
Mono Polk audio amp to run the subs
Also, read reviews of audio equipment especially on reputable websites.