The diode is most likely a protection thing to stop 'keep alive' power from the deck finding its way back to the switched supply when the ignition is off. It can't hurt to include one - something like the 1N4001 will be fine - but if there's no power on the lead from the head unit when the rest of the unit is plugged up but the ignition is off, then there's no need for it. I'd be *very* surprised in this day and age if it were necessary.
The coil is simply and inductor to stop high frequency noise from the ignition and injector circuits, the alternator, and the wiper motors finding their way into the supply for the radio.
Neil