Three options:
1. Remove the radio and wire the accessory power wire to the key switch. You'll lose all audible warning chimes, any function that required head unit controls to reset, and the Retained Accessory Power feature that keeps the head unit on until you open a door.
2. Buy a relocation harness and put the factory radio in the trunk. The harness should include a speaker that will produce the door chimes; you'll have to mount that inside the cabin somewhere. You will still need to find a new accessory power source and you'll lose the RAP feature.
3. Buy a data-bus adapter that takes over the functions of the factory radio. It will produce the warning chimes and also provide an accessory power output that uses the RAP system. This is generally the most expensive option.
Removing the factory radio will not affect air bags, door locks, factory alarm, engine control, etc.