You will need one of each of these.
In-dash Receiver Kit
http://www.crutchfield.com/p_142GM1587B/Pontiac-In-dash-Receiver-Kit.html
Antenna Adapter
http://www.crutchfield.com/p_12040CR10/Antenna-Adapter.html
Without Pioneer Radio/with Onstar
GM Factory Integration Adapter
http://www.crutchfield.com/p_120OSLAN03/GM-Factory-Integration-Adapter.html
With Pioneer Radio/ with Onstar
Metra GM OnStar® Interface
http://www.crutchfield.com/p_120OSLAN04/Metra-GM-OnStar-Interface.html
With the last two items if you buy your radio from Crutchfield you can get them for half price,the other items you get for free.