Car stereo and amp sound like shhh

I have a 1986 Mazda 626 and I have recently been trying to acquire a decent sounding system - I've installed a Sony AM/FM/CD player stereo and an 800 watt Panasonic amplifier along with a bunch of speakers. I keep experiencing a lot of static-y type noise when I'm playing CD's - which CD's are not supposed to have. I can't quite figure out the exact way to wire the thing to where I won't hear that. Also, the radio keeps cutting out - and the speakers fade in and out. I need to know how to wire everything to get the optimum performance out of this stuff. I think I also may have it grounded wrong. Can anybody help with just the information that I've supplied? If you need to know more info about the type of stuff I have, let me know and I will tell you. This has been driving me INSANE!!!! One more thing - I've noticed that the static-y type noise is a lot more apparent on CD's that have been burned. Does that have something to do with it? Were they recorded at the wrong speed, or is my radio not able to decipher burned CD's as well as it should, or did I just use cheap blank CD's? Please help!

What about when you play the radio?  Do you have the same sound quality issues then as well?Ethan

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How are you connecting the wires to the speaker? Did you use speaker terminal and clip them on or just twisted the bear wire and connected it to the speaker? If you have any lose connection on your speakers you will have sounds cutting in and out of your speakers. To eliminate this problem use speaker terminal clips or solders the speaker wire to the speaker for a good connection, so check your speaker connections again. Be careful whose advice you buy, but be patient with those who supply it.

The sound of the radio is not quite as bad as on burned CD's - and it's not quite as bad on store-bought CD's, but it is still there. And I have the connections from the stereo to the amp and to the speakers soldered on - there are no loose connections.