I had a chevy astro van that came with an aftermarket overhead monitor, with wiring fed to a portable dvd player between the front seats. After our first trip in the van, getting a kid out of a car seat i broke the monitor off its hinges with my head! I replaced that with one that had a motorized screen that would flip up automatically when the key was off. That unit had a built in dvd player, so I could remove the one between the seats. I rerouted the rca cable to the head unit so the audio could be played either thru either the van speakers, the overhead units speaker, or wireless headphones. That was a pretty nice setup. When we had a chevy avalanche, I opted for headrest units from ebay each with its own built in player. They have built in speakers, a headphone jack, wireless headphone, or FM radio output(low power and noisy). Before I sold the avalanche I removed those to install into our Yukon. I bought another pair to install for 3rd row viewing. The hardest part of installing them is dealing with the seatback covers bottom binder. I always have a hard time with that. I did not remove the cover, I just unfastened the binder and fished the wires down thru the headrest post holes and reached up thru the back to pull them. I covered the wires with plastic loom from the seat to the center console(with enough slack to allow the seat to move forward and back) and hid the power and rca connections under the console. The connections for the players in the second row seats I hid under the carpet joint that is under the second row seats.
Each headrest having a built in player is nice, so everyone can pick what they want to watch. The players have rca in and outs, so I linked each row together so they can watch what is on the other screen too. They are generic chinese units, I paid just over $200 a pair for them on ebay. I had to replace one that stopped working (would not spin the disc), and replaced one that the posts broke off (wife leaned over seatback to help child). If I replace any of them again I plan to spend a little more $ for better quality/ ease of use(the settings are hard to navigate).