U will need the sleeve(cage), because that makes the cd player stay in the dash and not get tumbled around or anything. It also protects for theft, so they cant just run off with ur cd player.
They trim is really needed, but it does make the dash look nice and stock looking.
Also if u didnt know, ull need a wiring harness, so u dont hhave to splice into factory wiring. U need a dash kit too. THat lets the cdplayer fit in the stock location
My Nissans all do not use the cage/sleeve to mount them. I just use the OEM mounting brackets on the new head unit and it's solidly in place. My 200sx's required the trim ring, but my Altima did not.