Welcome to the board, Chris!
(your the third new person I welcomed to this board in the past 2 days...dang...this place is growin'!)
About the key Q, I don't think that it can be done. To do it on an aftermarket head unit, all you would have to do is connect the constant and the ignition wires together and run them off the battery or any other unswitched power source. In the factory radio case, these wires could be used for other thing beside just the radio. I would not recommend switching them around.
As far as the CD changer goes...I have no idea. I have never heard of that. The only way I know of to hook a CD changer to a factory radio is using an FM modulator, provided that the changer is equiped for that.
To do the things you want I would get an aftermarket radio. I think this would be your safest bet.
2006 Jeep Liberty
Adire Audio 15" Brahma running off Cadence A7hc, Clarion hu, MB Quart 6.5s and 5.25s running off old school Punch 800a4
146+db @ 38hz with 1200w and a single 15"
Lv = [(14630000 x R^2) / (Fb^2 x Vb)] - 1.463R
*Vb = vol. in cu"
**R = sq.rt. A / Pi (for square/slot port)