For a classic (2001-2003) Prius, there are only 5 CD options that you can get that'll interface with the dash buttons and touch-screen controls:
The Toyota 1CD player: Part number 08601-00870, replaced by part number 08601-47801 in 2003 (Y-harness now built in, to avoid Newarkitis)
The Toyota 6CD changer: Part number 08601-00891, replaced by part number 08601-47800 in 2003 (Y-harness now built in, to avoid Newarkitis)
For both of those, you'll still need the setting kit: Part number 08695-47020 for the older CD players (comes with Y-harness), replaced by part number 08695-47800 in 2003.
Alternately, you could get one of Harry's Jensen CD/MP3 players (models MP3510, MP3310, MP5010) which comes with an adapter board which allows the Jensen units to talk to the Prius' controls. It also has a stereo aux-in jack in the front of the unit.
http://mywebpages.comcast.net/bumpelo/front.html
All of the above options you could install yourself, and save yourself some cash. Instructions come with Harry's Jensen units, and Instructions for the Toyota options are over here:
http://autos.groups.yahoo.com/group/toy ... ssage/5941
http://autos.groups.yahoo.com/group/Pri ... essage/133
For the Toyota players, I might suggest calling a few different dealers, as some parts departments will heavily discount the parts. (Also check the dealer's website for any discount coupons.) (You might also want to try some of the dealers mentioned here for pricing:
http://autos.groups.yahoo.com/group/toy ... 004633715/ ). You could also look into a wrecked Prius at a scrapyard and see if you can get the parts you want/need there for cheaper.
There were some early reports on various lists of people adding in other CD players, but they'll need to have their own disc/play controls on the unit if you want to use them. There are also some other multi-disc changers (mounted in the center console or in the trunk/boot) that some European dealers have added to some Classic Prius that are Toyota units and seem to work with the Prius' controls...