Hey, I am not so sure about the stock head unit has audio in jacks, but you are only a few bolts away from it. On most vehicles the dash comes off just by pulling them and they have a few clips on the back that hold them in place. After removing that there are usually 2 or 4 bolts/screws or clips holding the head unit in place. In the back of the head unit you will see your standard audio in ports (I have even seen some head units that have multiple in and out).
Okay, now on to the wiring. First the basics, almost all electronics run on 12V, which all wiring will carry. BUT, the difference is the amount of Amps that a wire can carry before overheating and then frying the circuits. The larger the wire the larger the amps. This being said there are also 2 ways to wire things, in parallel and in series. One which you run individual wires to each unit, and one wear you run a single wire which splits when you get to the first unit and then continues to the other (kinda like a fork in a single road).
So to answer your question, do you need to change the wires. Probably not, but I could not tell you for certain without knowing which DVD players you have and how much power they will need to run. But, if you were to install them on the current wires. Chances are the worst that happens is you blow a fuse, and need a larger fuse. If that happens I would only go up a small jump, if you have a 10A fuse I would only put a 15A in. If you blow that fuse, I would recommend re-wiring the system.
If you decide to re-wire the system off from the get-go (my personal suggestion, I am a fan of doing things once and doing them with the highest quality I can. Who knows maybe I will want to upgrade in the future and will just need to do a quick install because I over-prepared the first time). Because they are very small lights they are probably 16 or 18 gauge wires (I would bet 18). When doing the upgrade if you chose to run one wire and do the split, I would go no higher than a 12 gauge wire. If you chose to run 2 individual wires I would run no more than 14 gauge.
But, to decide what gauge is really outside of my knowledge. The larger the gauge the higher the Amps it can carry, but the more resistance it has. So, that means you use more power to run said unit. The same theory is true with smaller wires, but vise versa (smaller gauge, lower resistance). One might think that is a good thing... which is true for running of of a battery. But, there is less mass for heat dispersion so there is where you can melt things.
Please feel free to give me a shout with any questions. I am always happy to help and love hearing what people are doing with their cars, as my truck is an everlasting project of mine.
Good Luck,
Ross