My 156 came with no audio installed (imported). I fitted a Sony MD/radio head unit and a CD auto changer in the boot, against the back seat on the left hand side. The Sony 'changer has two types of cable connecting it to the head unit. The first is a pair of phono cables for the audio, the second is the control cable to the head unit. I ran these cable through the (very) tight space between the inside of the wheelarch and the base of the back seat. Then I took off the plastic trim which runs along the bottom of the door openings. The cables run under there ( not much room as I used thick audio cable) then up the front of the front door opening and across underneath the glove box to the head unit. five metre cables were enough to get it all connected.
The hardest part is getting the cable through from the boot to the car interior. Well worth the effort though.
If you have the standard (made by Alpine) radio casette, you can buy a 6 disc changer which sits on the little "shelf" on the left hand side of the boot behind the wheel arch.