So either way I will need to buy the Connects 2 DRNS003 lead whether I
choose to instal a CD changer or a new head unit so that I can see my
cd information on my dash and still be able to use my steering wheel
controls?

If i buy those DIN keys will I be able to remove my current head unit
with them? As it does have small allen bolts screwed into it as you
said. Its not like a common screw that I could remove with a screw
driver as it doesnt have the slot on the screw to fit the screw driver
into.

Are there any mp3 compatible head units you recomend that would match
the interior of my car well? Or that would match the clio?