You can put any radio in that you want. I had the diagram the other day of what each color wire did the other day and threw it away. I suggest a marine radio. The Heavy duty radio's work too but there is less options. Jensen is the big seller and they have a lot of issues with internal failures resulting in uncontrollable volume.
A CD player is your choice. It won't hold up to the dust, if you are a very neat operator it might, but for most people it will fail after awhile. Buy an MP3 player, or buy a USB radio and upload all of your tunes to a thumb drive. I guess you could just listen to AM/FM though too. Around here our radio stations are all oldies, or the top 40 from ryan seacrest, only one decent rock station left.
If you need the install instructions the dealer should be able to get you it. otherwise I think I still have them. The Document number is REHS4045-01
If you want to double check prices here are the 4 part numbers for different radios listed on the sheet I have. I do not know any specs on them just the numbers. If the deal isn't done yet make the salesman throw the parts needed and a radio in to sweeten the deal.
200-5729
241-4936
284-8953
331-5297
In addition to either the CAT radio, or your radio of choice, you will need one of each of the following to complete the installation in a radio ready machine.
179-4324 : Locknut
8T-0328 : Hardened Washer
The Following parts should be located inside the radio cover if your machine is radio ready.
8E-1118: Antenna
200-5728 : Radio Harness
9U-8746 : Coaxial Cable
258-4039 : Spacer
Its pretty simple to do. Basically pull everything out of that compartment, flip the cab up, unbolt the l bracket from the box that will house the radio. Cut the correct holes into the box for the radio. Take the metal sleeve for the radio and install it as you would in any other DIN situation, then install the radio. Slide the large ring of foam around the radio from behind the cab and remove the backing paper so it will stick to the back of cab. Plug the harness and coax into the radio. Slide the cables through their proper holes in the box and slide the box tight to the cab then reattach the L bracket to the radio with the nut you had to buy and reattach it to to the cab as it was. Cut the zip tie if needed to remove the radio harness from the harness it is fastened to then plug the radio harness into it. Bring the cab back down some and install the antenna on the left side of the cab, then attach coax cable. Stick the remaining pieces of insulating foam where they belong on the back of the box to seal it up and after testing the radio bolt the cab back down.
good luck.