If I was to switch out the mach 460 system completely, which i'm going to do on my '00, I would start with the cd player.
I already did this part on mine and the idiot before me cut the factory harness out, so I had to go wire to wire, no harness. If your harness is still all there, like it should be, yea just buy the adapter and hook it up to your aftermarket cd player.
For the speakers, I would go with a 4 channel amp, and all new speakers. To do that, I would mount my new 4 channel amp in the spot the current amps are for the mach 460 system and throw away the old amps. (you could probably sell them if you wanted to though.)
I would then run the wires like i would my subs. hide them in the panels all they way back to the trunk. Power wire from battery, make a solid ground spot, (I used the metal behind the seats in my '96) and then run the rca's and remote wires from the cd player to the amp.
hooking the wires into amps isn't that difficult and is pretty self explanatory.
From the amp to the speakers: Rear speakers are easy since I would be putting my amp right under them.
Front speakers, I would just back track my wires in the panels up to the front of the door and put them through the doors service ports. Take the door panels off, then plug them in. Just have to get the tips on the wires so this plug into speakers easily.
If your getting new speakers, they should come with a little wire and the tips for making them easy to plug in.
Taking the door panel off: First is the tweeters, the cover pulls off, then there is a little screw holding it in to the right of the tweeter. then two pieces will come off with a screw driver on the door panel, the one covering the controls, and a piece going around the door handle. After the pop outs are removed, the controls should have two screws holding them in, then I think there are two harnesses to unplug. There should be two screws on the door panel holding it in and a retainer on the outside of the panel at the front. After those are all out, just pull the panel up, and pull it out.
Taking off the rear deck: I believe there is a disconnect on the driver side to disconnect everything, so you don't have to unplug the harness from the amps. I am not for sure though. If not, just unplug the 2 harnesses on each amp, and the harness on the middle of the deck on the front side. Also pull out the retainers. Easiest way I to drop the deck, in my opinion, is by taking off the rear seats headrest, then taking off the speakers cover. After those are off, there are 6 studs with 2 nuts on each, one nut below, one nut above. I took off all of the top nuts then the whole deck drops.
Hope I helped some. Not sure what you know how to do, and what you don't know how to do. So just put everything I could think of off of the top of my head. Sorry if my explanations aren't easy to understand.