Yes you can put an after market CD player in your Impala but you must have these things to do so. (Works with 2000 - 2005 Chevy Impala)
1. An aftermarket CD player. (Any kind)
2. Dash adapter kit.
(Search www.google.com/products for " Radio Kit 02 Impala ")
3. T-harness to relocate factory radio to the trunk as to preserve the cars on-board computer and retain the ability to reset messages such as time for an oil change which is done through the factory radio.
(Search www.google.com/products for " Scosche GM06B ")
4. Patience, about 2 Hours, and the willingness to remove and reinstall your dash and trim panels.
NOTE: ALWAYS REMOVE NEGATIVE BATTERY TERMINAL BEFORE DOING ANY OF THE STEPS BELOW. DO NOT RECONNECT UNTIL ALL ELECTRICAL CONNECTIONS ARE MADE AND SECURE.
NOTE: The instructions provided with the T-harness say that you should disconnect the airbags before proceeding as there is a risk they may go off unintentionally. However GM/Chevrolet says that under no circumstances should you ever disconnect the airbag (SRS) system. Even with the negative battery terminal disconnected the airbags could still go off causing personal injury. I my self have done this procedure many times and have NEVER disable the airbags, with no negative effects. It is up to you EITHER WAY PROCEED AT YOUR OWN RISK.
Dash removal instructions see page 18 of the link below.
Route harness wire under dash to far passenger side of car remove bottom and side door trim from front and back passenger doors to release carpeting so that you can run the wires underneath it. Remove back seat (bottom and back) and look for a hole maybe covered in a black rubber type substance with a black plastic tube filled with wires going through it. Pull back rubber sealer and push harness through into the trunk and replace seal as best as possible.
Make sure to secure the factory radio in the trunk so that it does not slide around and get damaged.
Install your dash kit. (Should come with instructions, kind of a no brainer)
Color match the T-harness's wires and the radio harness wires and secure with caps.
NOTE: Impalas have a system known as RAP or Retained Accessory Power allowing the vehicles radio and windows to function for 10 minutes after the car is shut off and the key is removed, or until a door is opened. Due to this aftermarket radios work incorrectly with the RED accessory wire provided on the T-harness. To fix this do not use the RED wire from the T-harness instead hook the RED wire from your CD player's harness to an accessory wire located behind the glove box. (See impala notes in the box at the bottom of the instructions that came with the T-harness for which wire to use.)
Install metal CD player holder into dash kit and bend in the prongs to secure in place.
CHECK ALL CONNECTIONS TO MAKE SURE THEY ARE CAPPED AND NO BARE WIRES ARE EXPOSED.
Connect wire harness to CD player and slide CD player in until it clicks in secure.
Reconnect the negative battery terminal and start your car or turn it to the ON position. Check to make sure both the aftermarket and the factory radio work correctly, as well as all other aspects of the car. (Factory radio will have no sound but should otherwise function correctly.)
If all works reassemble your car and your done.