Where should I buy the components I want?[JSC]
Most of the time, you will either buy from a local dealer, or from a mail-order house. Buying from a local dealer can be good because you get to deal directly with a person: you can show them your car, ask specific questions, haggle prices, get quick service when there are problems, get deals on installation, etc. But there can also be advantages to buying mail-order: generally cheaper prices, sometimes better service, etc. In either case, you should always check prices before you buy, inquire about warranty service, and ask about trial periods.
CAF comment: buyer beware when purchasing from online and/or mail order; there are many pitfalls.