buy an adapter harness - it plugs directly into the car's harness. All you have to do is connect the wires from the aftermarket's stereo to the adapter, then plug it in.
2009 BMW 335d, JDB, MS-8 (mine)
2004 Passat 4motion 5 spd (winter)
2002 Jetta 1.8t (hers)
1991 MB 350SDL that burns oil, surprise, surprise.