I'm in the middle of doing it right now for my 95.
The reason I'm not going with aftermarket is I want to keep the 95 "Genuine Ford".
Parts you'll need to get will be:
two door tweeters (and their door mount adapters)
door-mounted 5x7"s (different from stock)
rear speaker box for a coupe (different from stock)
two rear quarter-panel boxes for a convertible
rear speaker box cover (I guess you don't HAVE to have this)
two tweeters in the rear speaker box
two 5x7"s in the rear speaker box (different from stock)
two rear amps mounted on the underneath of the speaker box
in-dash amp underneath radio player (different from stock)
Mach 460 front wiring harness (connects to rear wiring harness, speaker harnesses, power supply, radio/cassette, and optionally slave CD player)
Mach 460 rear wiring harness (connects to front wiring harness, rear speaker box, rear amps)
Mach 460 speaker harnesses
Things to note
The door-mounted speakers have different wiring adapters than the rear speakers, which means they're not drop-in replacements for each other.
The in-dash amp will have 3 wiring connectors, vs. the stock 2 connectors.
Intact Mach 460 wiring harnesses are fairly difficult to find on eBay. There are front wiring harnesses for a radio/cassette only, and there are front wiring harnesses for radio/cassette + a CD player.
The in-dash amp acts as a signal splitter, sending the high ends to the tweeters and the mids/lows to the woofers. The stock in-dash amp sends full signal to every speaker.
The rear wiring harnesses are different for coupes and convertibles, for obvious reasons.
I'm 90% done; I just need the darn door speaker harnesses which I might end up needing to order from a salvage yard/dealer.
Getting the parts on eBay has cost me about $250 so far, vs. the $1000 it takes to order a new Mach 460 kit plus whatever the dealer wants to charge for installation.
Watch out for people selling on eBay "complete" Mach 460 systems which don't include the harnesses, the in-dash amp or other Mach 460 parts you'll need to complete the swap. You can get some nice bargains on package deals like that, but understand at the same time what you're NOT getting.