I will also say to have a look at
www.crutchfield.com They may not be the cheapest around but service is good and you get all the extra little doo-dads that you need to install the head unit or speakers.
I've had Alpine, Kenwood, Pioneer, Eclipse and Clarion head units. My favorites were the Eclipse and Clarion. They seemed to have the best sound when playing a CD but not as good an FM Tuner as the Pioneer, Kenwood or Alpine. Of course this was a few years ago.
Since you don't plan on adding an amplifier then go with a head unit that puts out at least 22watts RMS per channel or better. I believe the Alpine 9833 puts out 26w x 4 RMS and requires a seperate fused, 10-gauge power wire ran to the battery. This would be plenty for a simple four speaker system. I currently use a Pioneer DEH-P4000 head unit and it does just fine. But in all honesty you can't go wrong with any of the head units suggested in this thread unless you start looking into "Legacy" or "Rockwood" or "Roadmaster"... or...yuck
As for speakers again, Crutchfield has probably done the work and will list only those speakers that will fit in your model year car. For a first time DIY'er you almost can't go wrong with Crutchfield.