W140 Head unit replacement

Hi everyone.

Did a search on the subject, some of my questions were answered, but some still remain... Steve, of course, is awesome with his responses.

I have a 93 500SEL with original sound system (including 10 disc changer in the trunk). It seems ok, but I noticed that the balance may be a bit off (I had to shift it to R 3 notches to make it sound right to me), and head unit is a bit outdated already.... No search function, etc. I have a Pioneer DEH 4200 which I would like to drop in there. What problems am I looking at in terms of hook up and hardware installation?
Thanks in advance.