New stereo in 2000 Mazda 626

I'm going to attempt my first car stereo install of a Sony stereo in a 2000 Mazda 626. I don't have a wire harness for it, but I've heard I can still install it by matching up the correct wires to the stereo's wires. I got the wire diagram from this site for my car so I know which colored wires are which. Now, I assume when I take the stock stereo out the wires will be connected to a harness. Should I then remove the wires from that factory harness and connect them to the correct colored wires of my new stereo? Are there any troubleshooting things I should be on the watch for, I heard to disconect the car battery before I begin working on it?

You should get a harness for it. Metra 70-7901. Yes always disconnect the battery before any electrical work.

Yeah, I ordered the harness you said online, so now it should be fairly simple to install I think, thanks.