As far as radio reception goes, there is only one suggestion I have to improve it if you're having issues: make sure the small clip at the edge of the rear windshield is firmly connected. The grid on the back windshield is your defroster/radio wiring, and it needs to be firmly connected for you to get decent radio reception.
SonofAnarchy: You don't really lose all those factory features when you get an aftermarket headunit, but You lose the ability to reset or adjust some of those things through the radio (which is the easiest way)
You can reset the oil change light and tire pressure system with the brake pedal and light knob (left side of steering wheel), but I'm not sure about the rest, like changing the light flashing and horn honking when you use your key fobs, and you'll lose the dinging noise when you leave your keys in the ignition.
You still have the option of installing an aftermarket headunit and leaving the factory headunit connected, in the trunk, for these conveniences. I know people have done that with the 00-05 impalas, but I don't know how much trouble they went through to do that.
I'm not a car audio or security expert, so I don't have much more information for you... can't sort you out with the volume problems you're having.
