Probably the easiest way to approach this is to visit Crutchfield.com and type "mastersheet" (no spaces) in the search box. For five bucks you can order detailed, truly helpful instructions on how to take the dash apart and install speakers, too. You can also browse the site to figure out which stereo head units fit your vehicle. If you order the stereo from them they'll include the mastersheet for free, but their prices are a bit on the high side - of course you get what you pay for in service. You can usually find head units or speakers for a lot less elsewhere, but if you're really nervous, pay extra and Crutchfield's phone support will hold your hand through the installation.
You'll need a plastic filler panel to make the aftermarket unit fit. These are custom per vehicle - check out www.scosche.com and get the model number. The filler panels can be had for about $20 shipped on eBay by searching for the model number. Some stores carry them, too. (Hint - Walmart has some of them, but you're usually out of luck, and they can be junk sometimes)
Finally, unless you want to cut your car's wires, you'll need a special "wiring harness" that lets you plug into the factory radio connector. These are typically about $10, also made by Scosche, and well worth it. (Find the model the same way you found the panel model) You'll need to solder the harness that comes with the new stereo to the harness that you ordered for the car. The hardest part is matching OEM (i.e. GM) wire colors to the stereo wire colors. GM wire colors for 1996 can easily be looked up:
That should be a really good start.
you remove the dash panel and then the old stero and then put the new one in and put the dash panel back on.
you can buy kits at best buy or circut city but i found that the smae kits are MUCH cheaper at say walmart or meijers you definatley want a wiring harness and dashkit.