Should I install an aftermarket cd player or buy an aux adapter for a 2006 honda accord?

I really enjoy listening to music in the car and unfortunately my factory cd player does not play mp3 cds and the I don't like the radio bc they play the same songs over and over. I have 2 possible options. I can install an aftermarket cd player but I won't be able to take the factory cd player out bc honda decided to tie the radio with the heating and cooling unit. So I would have 2 cd players installed, just the factory one wouldn't be functional. Or the other route is to install an aux adapter to the back of the factory cd player, which involves taking out the bottom compartment, then drilling a small hole in the compartment to thread the wire through. Very strange how it came with an aux button on the factory cd player, but the plug to utilize it is on the back of the radio. What should I do?

http://www.metraonline.com/part/99-7803G

That's an adapter for your radio with HVAC controls. Any aftermarket head unit will work with it.

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