If you replace the stock stereo (or if you just have a wiring mess, due to someone butchering it), I highly recommend getting one of these wiring harnesses. Crutchfield includes them with any purchase.
Even if you don't use one, this diagram is helpful to figure out which wire is for what...so I figured I'd post it.

 

That's a pretty generic diagram. Most head units come with a more informative diagram in the install instructions.

None the less, the more info, the easier the install.