The Mach 460 is not a hard system to do a deck swap. There are really only two things that you need:
1. METRA 70-5519 Harness
2. New Mounting Bracket to fill the hole and mount the new unit.
In short, that harness, and it is the ONLY one that is going to work, will connect your head unit's amplifier to drive the tweeter speakers. The subs will be powered through the head unit's sub preamp out. The harness provides the proper RCA connections for the preouts.
Then it's just a matter of soldering up the wires from the new harness to your head unit's cabling.
However, there is one important detail:
You need to either purchase some inline bass blockers for the tweeter speakers, or buy a head unit that has the ability to set custom crossover settings. This is to keep you from driving a stong bass signal into those speakers, which is a bad thing on a component system. Read the tech article as mentioned below for more details on that.
Tech Article Says It All!
http://www.stangnet.com/Tech-Articles/Replacing-Your-2001-Mach-460-Head-Unit.html
Worked perfect for me and my 03' GT. I installed my Alpine CDA-9813, and it sounds a lot better than with the stock head unit. I did have to tweak the crossover settings, eq, gains, etc, for a lil bit, but the effort was well worth it!