You can buy stereos from online electronics and appliance stores, or even direct from manufacturers online.
Read up on stereos that have received good grades from magazines like Consumer Reports.
Talk to friends and family members who are technologically savvy, and ask for their opinions on stereos that might be right for you.
When you go to a store to test different stereos out, talk to the salesperson.
You can find ports that transfer your downloaded music to home or car stereos.