I think you'll need the following:
If your car is post 2005 you'll need a
Facia Adaptor. For the 2002-5 model you don't need one.
Wiring Harness adaptor. There is mixed information on this though- some saying that the 2002-5 model has an ISO connection as standard, some say it doesn't. I can't remember if Sony use ISO connections, i have a feeling for some reason they don't... and if they don't you'll also need a Sony -> ISO adaptor.
Best advice is to go to Halfords and ask them- they have guys who do the installations there, so they will know which bits you need for your make of car and stereo.