I have a P reg 406 with a Kenwood stereo in it. The fascia was already in
there when i bought it...

I think this is probably the same with a sony unit:
You need a cable to connect to the stereo which then connects to another one
specifically for the 406 which goes into the stalk. As the second lead is
car specific i would guess the stalk functions would be the same.

I was going to do it, but the cables came to about 30 quid or so and so I
use my left hand and spent the money on beer.

Hi Mate,
To memove the exsisting stereo u need 2 bits of wire. An unbent c clip for
removing aftermarket stereo's is alwasy good. There are two holes by the
tape deck hole, one either side of the stereo. Put the wires into there and
you should feel them click a bit. You'll need to push them a way in. Then
its hard and tight but the old stereo should pull out.
Done it on mine, no problems.
As for the code you'll probably need to go get its code read. They do this
via teh serial code on the machine. Main dealers are a very expensive way
of doing it. Using a local car radio shop is my recommendation. They are
cheap and always willing to help.
I will warn you though, there isnt a lot of room behind the stereo after
you fit an aftermarket unit in as the slant the headunit in at an angle,
the original being laid in flat.
And the stalk. Sony kenwood and blaupunkt all do kits to use the remote
stalk. Blaupunkts are about £35 if i remember rightly from when i looked.
Blaupunkts may not look all that but their functions eclipse the competion.
I've used blaupunkt for the last 10 years over any other make for pure
sound quality.
Hope this helps answer your questions.