I also have a Nevada and fitted a double Din Pioneer stereo, so hopefully I can help you.
Firstly you will need an ISO wiring harness (any new stereo should use a standard ISO connection for power and speakers), these can be purchased from Halfords for a stupidly high price, alternatively go onto Amazon. They just fit between the stereo and the MX5 wiring loom.
Both of those will work well, just different delivery options. Halfords wanted to charge me £50 for the same product.
As for anti theft casing that’s a lot more difficult, you either need to invest in an expensive stereo with a removable front (and then have to carry it around with you every time you park), or attempt to hide the stereo. There is a good anti theft device that is not that well known, its a stick on “anti theft” panel, so it makes the stereo look really old.
You may also want a USB extension cable, I have mine running from the back of the stereo into the glove box, this way I can connect my phone or USB storage for all my music with ease. I have also run the 3.5mil jack into the glove box.
That looks like the one I used, good find on eBay. Just check it match’s the back of your new stereo (It should match the standard ISO connector above the blue fuse in your picture).
The false front is ok, I think it may stop opportunist thieves, but if anyone knows you have a stereo it will do nothing to stop them.
Normally when you buy a new stereo it will come with a cage already so you don’t have to worry, just take out the old stereo, fit the new cage and push the new stereo in (after connecting all the wires). There is not much room at the back of the stereo so you will have to pull wires out of the way so the stereo will slot fully backwards (you can get your hands behind the stereo from behind the glove box. .
If your stereo does not come with a cage you can buy them easily enough.
Just a thought, there is a place to bolt the back of the stereo to, this would make it really hard to remove the stereo quickly and may prevent theft. But on the other hand they could damage your can more trying to get the stereo out. It may stop someone from trying if the roof is down and you are packed at a shop for 5 mins.
Thanks for the tip.
another question relates to the size of the unit and how well it fills the hole. One seller claims that a 6.75 inch screen unit will fill the hole perfectly, whereas a 6.2" will need a cage plus surround and a 7" will protrude by 10mm.
What about yours?
Mine fits in perfectly, does not protrude, not gaps, its a Pioneer AVH-X5700DAB, it has a 7 inch screen and the dimensions of the unit are 16.5 x 18 x 10 cm (I think these are right).
Head units generally come in either single DIN (180 x 50 mm panel) or double DIN (180 x 100 mm panel) size. The depth is not standardized; as a result, some cars such as the Opel Manta / Ascona have the correct sized front aperture but will accommodate few DIN sized radios other than the original due to the shallow depth; this despite the vehicle being manufactured as late as 1988.
So it is more to do with the depth of the unit rather than the width and height that are standard, so you need to know the depth of the unit. Mime was very tight at 16.5 cm deep, I spent a while pulling the cables out of the way at the back of the unit to get it pushed all the way in (it took a bit of force). So screen size is not a measurement on if it will fit or not, it depends how the whole unit has been designed and the depth of the unit.