start small if that's what ur budget allows....get a good head unit and speakers first in that order and then decide if u really need an amp and sub
but don't scrape on the budget for a head unit...if u're a couple dollars short of the one u really want, don't settle for second best...better to save and get a good one first cuz that's the heart of ur stereo system...doesn't matter what top of the line amps u buy after u buy a crappy head unit...a shit signal juiced up to a 1000W is still 1000W of shit
choose a HU based on the features, tunability (EQ settings), the ability to play different audio formats (CDA's/WMA's/MP3's) if that suits ur needs and bling if thas ur cup of tea
personally, I prefer to get one that can play MP3's and WMA's as well as regular CD's since u can condense ur music library into a few CD's instead of lugging around all ur original CD's in the car which can make them prone to damage
if u're looking to add amplifiers afterwards, look for a HU with higher pre-amp output voltages (say 4V or more)...this doesn't necessarily mean louder music, but it means a cleaner pre-amp signal at higher volumes and u don't have to turn ur amplifier gains up as high (higher gains means more amplifier noise u introduce to ur system)
unless u want to do a custom install with ur car audio, choose epeakers closest to the size of ur factory speakers so that little if any modification is done to ur interior...match the wattages so that u don't overpower ur speakers with ur HU but don't buy speakers with too high a power rating or else u wouldn't be able to power them properly without the help of an amplifier (which might be pressing ur budget a little)..if u plan on adding amplifiers soon, then buy speakers to suit ur intended eventual purpose
listen to as many brands as possible and choose for urself instead of taking another person's word for it...their taste in listening isn't necessarily urs and the same speakers sound different in different cars...look for speakers with the widest possible frequency response to reap the most out of ur HU
hope this helps