I believe Alpine CD changer models CHM-S620 and CHM-S630 can be easily hooked up to the Pilot audio system with a PIE adapter cable. You can find the changer and adapter cable in Circuit City. I have got the factory CD changer because the Pilot is so new that the installation guys at Circuit City have no idea that the changer can be installed under the driver's seat. I didn't want my Pilot to be their guinea pig and any thing bad happen during the installation.
Alpine or Kenwood using PIE or Interface adaptors. I, too, am opting for factory because they can be had for a pretty good price online and all the mounting hardware is perfect. I priced just the mounting kit, an Alpine S-630 and the adaptor and it all came out to about 50 bucks less than the Honda unit, which is probably the Alpine 620. So, I decided the factory unit was a better option IMHO. (and I'm cheap)
Guys, I don't know if it matters - if you've purchased your CD changers yet or not, but I approached Tim (www.hondacuraworld.com) regarding a group buy for the CD changer, and he OK'd it. It should be up in a week or two after some other buys that are in line ahead of it (i.e. running boards). His normal list including shipping is $413.40, and with a 10% discount for at least 10 that join brings it down to $372.06, or a savings of $41.34. That's better than any Honda parts site that I've seen, and even includes the shipping.
I had an Alpine S630 installed. The price was around $380 installed. It works perfect .. just like factory because I think it is the same thing. The audio store where I had it installed was very good, installed it under the seat just like Honda, and I guess used their own kind of bracket. They did not think it was any big deal - I guess they know what they were doing. I would just find a good audio store who does installations - much cheaper than Honda dealership for the same thing. When I hit the am/fm button, it goes from AM, FM1, FM2, etc...then to CD, and CD ch (for changer). So you get to use the CD in the slot in the radio and then the 6 under the seat.... works great!