It shouldn't be hard if you rip everything out and put all new stuff in, but it would be quite a bit more expensive...
I don't know about the security system, but being that your car has been around for almost a decade, I'm sure a qualified shop will have just the thing for you in case there are issues in that area.
You CAN keep the steering wheel controls but you need to either buy a deck that is compatible or purchase something that makes it compatible. You need to make sure that if this is a big one for you that you specify that when you are looking for your new head unit.
I don't know what your intentions are regarding your system or what your stock system sounds like, but I can tell you that the stock JBL system in my 99 with a couple of tens in the trunk sounds great for most intents and purposes.
Kale