In my first vanagon, a 90 Multivan, I replaced the stock Heidelberg with a
Blaupunkt Orlando CD72.  The installation was as easy as fallin off a rock
as the vendor included a harness adapter, cage, and everything I needed.
I no longer own that van but still miss the "Thumber" remote device which
attached nicely to the vanagon steering wheel and allowed me to mute,
adjust volume, and change tracks or stations without losing track of the
road.  The Orlando has good power with something like 25 watts X 4 RMS,
fairly respectable for a headunit.
I've recently installed an Alpine Head Unit in my 91 Multivan and am very
happy with the result.  Excellent fm reception, an input for my mp3 player,
two sets of outputs for amps, and a builtin cd player.  I highly recommend
Alpine on everything but there relatively high prices.

As to the job of installing a headunit, I think it's fairly simple.
Remember though, that when picking out a head unit for a vanagon, you don't
want to purchase too deep of a unit.  Seems like 6 1/2" was the depth of
the Alpine and Blaunpunkt.  Anyway, compare your current unit depth to the
one you purchase to make sure it will fit in the space allowed.
Best of luck,
Brent
http://www.weidefamily.net/vanagon/