I'm not sure exactly what you were looking at but no harness costs that much. It's probably a head unit with the harness, and depending on which unit it could be a fair price. The harness alone is never needed, unless you don't want to splice your factory wiring (under warranty, don't know how, etc.). Every unit should come with a harness that fits it and then you simply splice the corresponding wires to the ones in the factory unit. Buying the vehicle-specific harness only saves you about 20 minutes on the install (if that).
But to answer your question...and I'm still assuming you're talking about the head unit:
1) Unclip and remove the defroster vent at the bottom of the windshield
2) Remove center dash piece by removing two screws on top and one behind ashtray
3) Remove factory unit (there is an anti-theft bracket connected to the firewall in two spots)
4) Install any needed adapter to make the new unit fit (it's a different size)
5) The wiring harness (vehicle-specific) simply attaches to the female end that came out of the stock unit and plugs into the new unit.
6) Slide it in
There are some more steps, but that's basically what you're in for.