In our 05 Sedona I installed some headrest dvd players. Was pretty simple once I figured out how to pop off the back of the seat. I also installed a 2-DIN dvd/radio/gps/etc, but had to trim the console piece (doesn't look factory, since all I had was a hacksaw). I believe your Sedona comes with an active headrest, so be aware of the possible issues there. Otherwise, looks nice and works great. And as a bonus, if the dvd player ever craps out I can just pop in a memory card instead.
If you just have two kids, or are willing to buy two pairs of headrest dvd players, I think this option is better than a roof mounted system. Each kid can watch something separate, so no more fighting (make sure you get the ones that have a dvd player in each headrest, some will have a dvd player in one and the other is just a dummy monitor).