I had my factory DVD player/monitor in my 2003 Tahoe die a while back. I went through many ideas before settling with an aftermarket unit thus having to figure out something for the hole left in the headliner.
I agree with the previous post on replacing with a factory unit for the fastest fix. You can get one on ebay fairly cheaply ($250-300). But, I thought why not spend a few extra bucks and get a better (and bigger) screen? I ended up getting a great deal on an Alpine PKG-RSE2 (10.1" vs. factory 7") so I next went figuring out how to install.
I didn't want to do all the headliner work as described above. The work itself didn't bother me, but buying a replacement factory headliner (without hole for DVD unit) from the dealer was more than my Alpine unit. I searched local junkyards (seeking a better price) for a similar model Tahoe/Yukon but couldn't ever locate one after a few weeks of trying. It just wasn't worth the money for me to replace the headliner.
Next, as Boomer mentioned, I looked for shouds/trim rings/replacement overhead consoles to fit over the hole. I found a few manufacterers that make them - Myron & Davis (
http://tinyurl.com/28q8blo) and Audiovox (
http://tinyurl.com/2ejousf). But, I called every dealer I could find online that referenced these (or similar) units and each one said they are no longer produced. I guess they just move on to newer model cars.
So, that left me with making my own, which actually was pretty easy. I made the console out of 3/4" plywood, wrapped in foam, then wrapped in vinyl (which matches the other plastic interior trim pieces).