It looks like you still have you stock headunit and from there the external amp and subs are receiving a signal either from an (LOC) line out converter. As 617ricky mentioned - look for a set of RCA wires coming from the a box connected behind the deck. Or better yet, go to the aftermarket amp, look for the rca cables leading fron the amp - follow that wire and see where it leads to (since it's possible that the LOC was spliced closer to an existing speaker.
As far as the deck of choice - some would say do not go for sony. However, I have had good experience with sony decks. The previous one installed on my 99 sport was a motorized CDX8805M. It worked good until the front display gave out. I replaced it with a CDXGT630UI which is almost identical in features to you deck of choice. (I havent changed the deck on my 06 EB though)
If the original setup you have includes the LOC then you no longer need this for your system since the new deck will have the necessary output. Crutchfield will supply almost everythnig needed for installation of the deck (harness, screws, dash kits etc). However, as 617ricky also mentioned, it would be a lot cheaper to source this out individually elsewhere. For you amp and sub setup, you really do not have to change a lot. You just need to find the signal wires (possibly RCA) and the amp turn of wire
The next issue will be the door speakers. I do not know if you have door aftermarket speakers. If this is the case then all you have to do is to compare and follow the wiring harness on the sony deck and then connect this to the supplied ford-specific harness by crutchfield. Keep in mind though that if your door speakers are OEM and not aftermarket, they will not hold up to the increased power of the sony deck. So just check if you have oem door speakers, if they are then upgrade (if possible) to any aftermarket ones. If buying from crutchfield, they would supply you with the adapter cables and plates.
As for your steering wheel control - the sony deck will not work with your existing controls. You have to wire some sort of adapter. Crutchfield recommends the PAC-SWI-PS. It is a bit more involved but is usually just a 3 or 4-wire connection (comes with a wiring harness) and just plugs in via mini-stereo jack (1/8 plug) to the back of your sony unit. This however adds another $75 to the cost.