I would say that using the many guides and photos available in the articles section it's only slightly more involved than any of my previous car stereo installs.
You will have to remove some trim to get the original stereo out and then run wires through the car if you wish to hook up the illumination and speed signal. If I was doing my install again I would definitely not worry about hooking up the speed signal as the GPS is accurate enougth without it unless you spend most of your time in tunnels!! Also I would probably suggest you install it without running the illumination cable as most of the units have a light sensor which will switch it to night mode so that it won't glare - but individual units may vary.
The wiring in the car is a standard iso arrangement so adapters not needed on most units however you will need an adapter for the arial which you can get online - it's a fakra to din adapter (often badged up as for BMW/Mini's).
The biggest problem will be holding it in place and and finding a fascia. For this you can get a kit from a Japanese site, Euromotorspeed on ebay, or an installer may be able to craft one for you. I bought the euromotorspeed one and was very happy with quality. The colour is very very close to the original and it fits well.
As for where to install the gps antenna, the consensous seems to be under the plastic at the bottom of the windscreen where the wipers are. This is very easy to get to and you will only need a wire coat hanger to thread the wire in to the cabin. If you search for thread on my install the is a picture showing this.
I installed a Pioneer AVIC-F900 but I was not overly happy with it so I returned it, the bluetooth quality was poor (maybe a better mic would help) and the speed camera notification was a very annoying barking dog sound that goes off about a mile before the camera and keeps going if your 1 mile over the limit! However it is constantly being hacked at AVIC-411 so who knows in the future. The new Kenwood's look good but only the top of the range has a high res screen which is a bit disappointing for 2009 models
As such I'm still on the look out for how to play my ipod and may put a PC in with a touch screen - unless your removing a PCM unit and want to sell
Good luck with the install if you go for it.