I have a '94 325i and have put an alpine unit in my car... the only adapter needed is a wiring harness which you can buy at ANY car audio store for about $8.... this harness plugs into your factory harness and then has nice color coded wires to hook up to the after market CD player.
As for speakers you will probably want to get them installed professionally unless you're pretty handy with customizations. for my car I cut the factory grills off the factory speakers... yes they are attached.... and then glued them onto the door. The speakers were then attached to the back of the panel and the door panel put back in place (fronts). Both front and rear speakers are pretty restrictive with space, so you'll be using 4" in rear with tweeters and then you'll have 5 1/4" kick panel in the front, with tweeters (and depending on your cars options 4" speakers also) in the door.
As for a car with bass... either you will need to modify the door panels/rear deck to allow for bigger speakers
, or you'll need to go (like me) with a sub in the trunk. Running the wiring for the sub in the trunk is wonderfully easy, since the battery itself (on a 325 at least) is located in the trunk. I hope this helps!