I'm in the process of doing this in my '04 Elantra too...
diagrams/basic instructions can be found at: http://www.hmaservice.com/webtech/default.asp --click on the "Shop" tab, enter your car model and year, go to "Body (Interior and Exterior)", then to "Console & Interior Trim", then "Audio System", and "Removal and Installation"
Basically, you remove the 4 philip's head screws holding the instrument panel in ( two above the steering wheel area, and two are hidden in the ash tray, so you have to remove it). Then you GENTLY pry the whole panel loose, because it is held in place by several clips all around. If you use a screw driver, cover it in tape so you don't damage the plastic. (BTW, it's a good idea to disconnect the battery before going any further.)
Then you have to unplug all the attached connectors so you can remove the panel entirely.
Then you unscrew the stereo mount (6 screws), pull it out, and unplug the two connectors.
At this point, you need a wire harness and mount kit to install an after market stereo. This is the part I'm at right now. From what I can tell, the ones that work on the '02 Elantra should also work on '04, but I haven't verified that for sure yet.
Installation is the reverse of removal.
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