What he said aboutt he speaker wires and running them to the back is only for if you're going to be hooking those up to an amp as well. I havent done that yet, but I plan to eventually so I'll be getting the most out of my system.
To add to what reldapimp said:
The head unit has two powers. A constant and a switched power (only on when key is on).
If you're notgoign to be hooking your speakers up to an amp, you'll be hooking them up to the headunit. easy stuff, don't worry.
Be sure to have a fuse in your power wire. I hear the closer it is to your battery, the better.
I've never soldered any of my wires in my cars, but thats probably the way to go IF you're plannning on keeping your system the way it is. If not, use heatshrink. I makes everything 10000x neater and makes it look a lot better.
Be sure to give yourself some extra wire so you can move stuff around if you have to. (Ex: Give enough wire that you can pull the head unit out of the DIN and actually have room to un hook it)
Pretty much, once you get everything out and start hooking it up, its really self explanatory. Its easy to get the adapters at WalMart or wherver to hook it up to your stock wiring. I'm not familiar with how it works with the Mach system as my car had already had it removed when I got it, but I think that just changes your speaker wires so it's no big deal, you can pretty much just bypass the stock system I think. Everything is color coded and idiot proof. I've always done my own radio stuff, and I kinda do it on the side for my friends for a little extra money, plus I like doing it.
If you have any problems, shot me an IM, I'm pretty sure I can get you set up.
