This will definitely require you a lot of reading.. here are some tips:
-Download a AAC plugin for winamp (you'd have to search winamp.com) or download the latest winamp version which already supports iTunes format
-set your music file types in RRConfig to: .mp3,.aac,.wma,.mp4,.m4p
-For Bluetooth Phone Support you need to download/install PhoneControl which is a separate software -- you should check compatibility listings before buying it.
-Different skins have different features (like picture viewer and such), so you may want to try a few different skins on the forum.
-To edit skin files all you need to do is open windows notepad and select the desired .skin file in the skin's folder -- they're all text files. There's also a skin editor software which you can use for that.
-Sat Nav and Engine info (OBDII) will require extra software installed too.
There are many Frequently Asked Questions on the FAQs subforums (where you originally posted this question). If you're willing to learn, there's plenty of people willing to help here, if you don't want/don't have the time or dedication to do it, then I'd honestly suggest looking for some pro help or getting some pre-setup system with everything you want.