That is a long topic - so many options and so many suppliers. First decide if you like just 1) the headrest monitor and an under seat type DVD player/changer or if you rather take 2) the now more popular headrests with integrated DVD players.
You can start looking at pages like
http://www.qualitymobilevideo.com/dvdchangers.html. Both versions come Car model specific....just search the net and read some reviews for starters. One popular, but pretty pricey brand name is Myron & Davis, Visualogics are cheaper and popular, more high end is Alpine.....many, many more options.
Personally, I would not do option 2 - simply imagine you are driving and your kid in the back wants to have a new movie put in - not possible to operate the headrest DVD players from the driver seat.