Disconnecting the battery?
 

Never installed a car stereo before so I'm going to try to do it. I've read that I should disconnect the battery from some sources but a few others said don't. What do you guys suggest?

Are you just replacing a head unit, or are you adding an amp and other stuff as well?

Rule of thumb is to disconnect the battery whenever you're working with electronics/wiring in the car...It's really easy to do so I don't know why you'd risk it

If you are replacing a HU , then it shouldnt really matter as long as the car is off. I still highly suggest you disconnect the battery

If you aren't comfortable disconnecting the battery and dealing with the proper process to do so, you shouldn't be working on a car.

http://www.pepboys.com/parts/batteries/diy_replacing/

Just make sure you cover your fender to prevent paint damage from the battery or you rubbing up on it. Take off your watch and don't let anything metal that could touch your skin come into contact with both terminals at the same time.