I chose to disconnect the cigarette lighter because I have never smoked, do not know any smokers, and really do not want anyone to ever smoke in my car without my knowing it.  I figure that this helps to eliminate the chances of someone lighting up in my car.

This is a picture of something else I am very happy with.  I used an RCA to mini-stereo plug adapter to allow me to attach my MP3 Player to the car stereo.  I wired it up to the AUX IN connector.  Now when I switch to AUX IN mode I can play from a friends MP3 player or my own. 

Yes, MP3 is a sin to play on such a fine stereo, but when you got over 1k dollars of your audio CDs stolen, sometimes you have to deal with things like that… ;-(

Finally, now all you need to do is clean up any connections that are dangling and try to squeeze your stereo back into the recess.  I would not suggest re-screwing it in until you are certain that it is operational.  It is really annoying to have to re-extricate it because you messed up on a connection.  An easy way to test some things is to like shift the fade to full rear, balance to full left, then balance to full right, then fade to full front, then balance back to full left.  This should show all four speakers working.  If you did not hear something in all 4 of these scenarios, then you have something mis- or disconnected.  Go back and check your connections and try again.