There is no one component that will replace the huge gaping hole that comes with the ZXs. My plan is to get a nice Deck, and maybe put an Amp Control in there as well. If done right, it will look pretty good. Go to a professional shop to have it done, and it should come out nice. There are other possibilities as well, but make sure you get a good deck (Eclipse is #1, Panasonic is also good.) Stay away from anything you find at Radio Shack or Kragen!
http://www.crutchfield.com. They've got a vehicle matching system that'll tell you what fits your car and pages of info on the stuff for comparison. Once you know what you want by model number, do a little shopping though. Other outlets sell the same gear cheaper. Oh, and you'll need a new face plate for your dash. Motorsplurge Auto has 'em for about $15 at (800) 633-6331. Don't throw away the old face plate by the way, the new one is made to be glued over it once you've sawed out the old component inlet area. Good luck.
Most caraudio places will have kits to fit the radio in the car i've heard some have better prices than crutchfield. Crutchfield installation kits are suppose to be excellent they come with adaptors for factory wiring so you don't have to cut and reconnect wires and very detailed instructions I believe this stuff is free. The new pioneer mosfet CD players are a great price for the package. I've never heard anything bad about Pioneer stereos. I plan to replace my ZX radio soon too. Sam 81 280zxt
I just installed the pioneer deh-p4000 deck in mine and it sounds great. I hooked up the front two speakers and my monster speakers in the back and my car sounds like those thumper cars that everybody can hear 2 miles away driving down the road. Last year i built a faceplate so i could install din mounted stereos. and when my old 1986 am/fm/cd stereo deck finally died it was easy to replace.