I need to know your budget first of all. Then we can go from there.
I wouldn't order from that website. If you want to get your stuff online, go to crutchfield.com
They have the best customer service (better than Nordstrom if you ask me). They will give you detailed instructions for your car that you can't find anywhere. They include all the parts you need, and they guarantee everything. if you order from that company, you'll probably end up with dammaged speakers that they deny selling to you. Trust me, the extra money you pay will be worth it a thousand times over.
First lets talk about your sub and amp.
You want to get an amp that overpowers your sub a little bit. How many watts is your sub? (look at the RMS rating, not the peak). For example, if your sub is rated at 500watts RMS, you need an amp capable of producing at LEAST 500 watts RMS, more like 600. You'll want this amp to be a class D monoblock amp. These are the most efficient and catered to subwoofers.
Now, about your head unit (stereo).
You'll need an aftermarket deck. I don't really know the best models out right now, but I know what brands to stay away from. Sony and dual are the first that come to mind to stay away from. Some trusted brands are alpine, kenwood, and clarion. There are more if you look around. Again, when looking at stereos, look at the RMS rating, not the peak. Get something with at least 18x4 watt RMS rating. Also, make sure it has a preamp output (red and white cable).
Speakers.
You want component speakers. They have a midrange speaker (6.5" for our cars I think) and a tweeter built in front of it. I have the infinity referance S series in my front doors. They sound awesome. Look at the customer reviews to find one that fits your needs.
If you want to amp your speakers (which I did), get a 2 or 4 channel amp (depending on if you want to amp your back speakers or not). For this you'll need an A or B class amp.
Also, don't skimp on wiring. Get good stuff. It really does make a difference.
I'd check out
www.caraudioforum.com for tons of info. Car audio is addicting and once you have your first setup done, you'll want to upgrade. Just beware.