I installed a Pioneer headunit on my own using the din adapter for the 2004+ F-150, and a 2003+ Ford wiring harness adapter. The harnesses are dependant on whether or not you have a Shaker 500/1000 system in the vehicle. Crutchfield is a great place to purchase a headunit, as they include all harnesses and din adapters that you would need. Here is a photo of my installation with the same din adapter that Crutchfield would send you: http://img.photobucket.com/albums/v320/mark937/IM000186.jpg
-Mark
-Mark