i reccommend it if you dont want to install everything yourself. also they tend to have stuff on sale and you can pay a little extra for extended warrenties which are actually really nice to have for audio stuff. my buddy blew his brand new speakers within the first month and they replaced them for free no questions asked cause of the warrenty. im not trying to like endorse best buy or circuit city but i have personally had good experiences with them and it saves you a bit of trouble. and if you have a friend who works there like i do they get an insane discount on car audio :0)
but you can also go check stuff out there and then compare prices online if you feel like doing the installs yourself. the worst part is popping off the body panels to get to the speakers. some cars its easy, others its a real bitch.
as for the head unit, i would replace it eventually, it will sound much nicer and will let you control your stereo much better. you dont have to get it at the same time but if you can afford it i would go ahead.