i usually go with infinities..... but there are even better one's out there then those.... i just like them because they are pretty affordable and really good sound for the price.
a good place to go for cheap car stereo stuff (some off brands) is
www.etronics.com
some good name brand stuf is:
www.carmedia1.com
they are more expensive but i never heard of any complaints from them:
a few that i think are good brands are:
infinity (speakers)
pheonixgold (amps)
rockford fosgate (amps and subs)
kicker (subs)
jl (subs)
audiobahn (amp and subs)
pioneer(headunit)
as for sony... the only thing i like about them is the look of their headunits..... i really don't like their amps or subs
it all depends on the look you going for too..... just what ever you decide on doing.... make sure you have enough juice, a solid ground, and the right box demensions for the right sound output