Hi, thought I should sign up mainly to say thanks for this excellent guide - I can confirm for anyone who has yet to try it but is reading, it is exactly as written and don't be put off by getting that first clip of the silver trim out! (And, erm don't use your car key to try and prise it, or you'll end up bending the key like I did...
Couple of things I found which I thought may be useful, particularly in light of related comments in other threads
1) I replaced the Clarion head unit (which would refuse to start playing CDs unless the car was stationary...) with a Sony CDXGT828U. As expected from other posts, the Sony cage will not fit inside the existing cage (either height or width), which is welded to the frame that also holds the multigauge. Odd that the multigauge is fixed with screws, but the stereo cage is welded when more people are likely to replace the stereo... I can confirm others' thoughts that removing this metal frame with the multigauge and stereo from the car was certainly a lot easier than doing it in situ would have been.
2) Once the frame with the old head unit was out of the car, it was pretty easy to remove the head unit from the cage without needing any removal keys: two metal tabs on each side secure it in the cage - just push both in on one side while pushing the head unit forward enough to stop the tabs pinging back out. Then repeat on the other side.
3) The easiest way round the cage issue was to unscrew the two security clips from the old head unit and screw them on the new one in the same place, and not use the Sony cage at all. The new head unit then fits in the old cage securely, although if I want to remove the head unit from the car I'll have to take the whole lot out again (or I suppose, find the appropriate keys). Did have to find some appropriate screws for the holes in the Sony though as the old ones were too fat.
4) Removing the cables from the Clarion was very difficult, more to the point impossible, so I just bought a Hyundai/Kia adaptor cable from Halfords.
5) Other posts mention that it's necessary to swap the yellow and red cables (i.e. clip yellow->red and vice versa); however, I actually tried it like this first but in my case I needed them the original way round to keep the unit's memory while it was off. This might be because I used the Halfords cable, which perhaps takes care of that.
So if your old stereo is spoiling your enjoyment of the car, I can certainly recommend replacing it and fitting a new one yourself!