For the HUD I would experiment with what works... maybe try putting some different colored papers on the dash to see how it reflects on the windshield. Most cars I have seen with this feature seem to have a coating on the windshield in the area where the display should be reflecting.
As for the arduino, you probably want something small, so maybe a barebones one from moderndevice.com or similar ones available from Sparkfun and others.
The GPS probably doesn't have to be anything fancy, I have a low cost one available in my store, http://www.jkdevices.com/arduino-gps-001 and there are also several available from Sparkfun.
As far as the display, it depends on what you want to show. Like Chris said, a few 7 segment displays should work fine. If you are doing a true heads up display, you will need to test reflectivity in the window. Otherwise if you are just mounting a display to look at, then you just need something that you can make look good in your car.
After testing everything, probably just hardwire it all to a bare bones or other small Arduino.
Since this will be in a car, you will need a regulator that can dissipate enough heat for the 12 - 14 volts you will be regulating down to 5V or 3.3V. You also may need some extra filtering on the power to keep any extra noise out that may be caused by a car.