The order I went in was:
1) Speakers-Pioneer 3ways all around hooked up to a crappy aftermarket tape player that was in there when my dad bought it. Didn't do much because the tape player was terrible.
2) New HU, clarion cd player. This drsctically changed the way everyhting sounded, it made it 1000% better than the other crap.
3) Amp and sub
4) Went with a bigger amp for the door speakers and at same time got some components up front.
I would say that the factory HU is pretty good on the newer models, and if you changed speakers first would be a good idea. Then gather up some money and get a new HU. Now you could just stop here, but if you get into this expensive hobby, you will WANT MORE!!! And like previously stated before, dont skimp on things, you will regret it. Pay a few more bucks and get some good speakers and a good HU, that way you don't have to go out and buy newer, better stuff because the other stuff sucked cause you didn't want to pay a lot of money, although, there is some stuff out there that sounds pretty good and is fairly cheap. Also, figure out if you are going to be hooking up more than 1 amp in the future. If you are just ging to get an amp for a sub, and really know that, then just egt a HU with 1 set of pre amp outs. And try to find some that are non fading if its for a sub. If you want to power your door speakers to get better sound, then make sure you get a HU with 3 pre amp outs. It is much easier to plug in some RCA's then having to splice into the factory wiring and buying signal converters to run the RCA's to your amp. Also, about the speakers, pionner, RF, clarion, polk, and many others make great, fairly inexspensive, 5x7's that will pop right into your doors.