I installed an Alpine IVA-W200 in my 06 FEH. I bought the iPod direct control cable for it which allows me to display and control the iPod from the head unit and stash the iPod in the armrest. The cable also charges the iPod so it's always ready if I want to take it with me when I travel. I also ordered the bluetooth and HD radio modules for it and I plan on getting the Blackbird portable GPS unit as soon as the interface dock is available for it. That will also transfer control and display to the head unit and allow me to stash the Blackbird out of sight. There's also XM and Sirius modules available for it if you're into that.
It's a nice double DIN unit that plays MP3 DVD's (it's so cool to fit 37 CD's worth of MP3's into 1 disc!) Very modular so you only get what you want for it and not have to pay for the things you don't. It's not the cheapest thing out there, but I think it's a great value based on the features and capabilities. I paid $950 for the head unit and $29 for the iPod cable.
I used a Metra AT-WHFD3 wire harness that I found at the local Advanced Auto, which I soldered up to the Alpine harness. All the color codes matched up so it was very easy. I also used inline connectors to tap into the brake pedal switch and the e-brake switch to enable the video functions while parked. I considered bypassing that with switches, but I don't plan on watch DVD's on it anyway so I didn't bother and just hooked it up the way it's intended to be done.
Here it is installed: (still need to fabricate a bezel for it)





Here's the back: (no shortage of ins and outs)

Here's the iPod interface cable:
