2000 caviler cd changer installation

Hold on a second before you go cutting into any wires.  2000 and up Cavaliers do not have an accessory wire going to the radio. They have a databus wire, which is wired into other components like the guy at the store said. This databus wire tells the factory radio when to switch on.  You will need the Metra 40GM10, and 40GM20 antenna adaptors.  The constant power can be tapped from the factory deck or any other constand power source. For accessory power in these I usually tap into the BCM switched fuse on the left side of the dash.

You don't need to remove the radio to do a changer.

Get yourself a Pioneer or a Sony, because the power, antenna, and controller cables are all run separately.  Peel back the carpeting on the right side of the trunk, and you'll see that the cable can simply be unplugged from the underside of the antenna.  I'm pretty sure you don't need any antenna adapters back there either, but you'll have a tough time sliding the Sony/Pioneer modulator box directly onto the factory antenna, so buy yourself an ordinary 12" antenna extension---you'll see what I mean when you go to do it.

For constant and switched power, just find it anywhere you can.  Like Chriswallace says, the fuse box is a sure bet.  Also, there's a thick bundle under the left dash leading out to the hood, and thickest wires in that bundle are the main ignition-switch wires--- red is constant, brown is accesssory.