To keep your steering wheel controls, try the PAC SWI-X. Because you train it with your remote(s), you could mix commands from both units, ie... volume control goes to your aftermarket receiver and track advance to your empeg. Here is the Nissan Xterra info page at the PAC website.

PAC also makes adapters that interface directly to an alpine, pioneer, or sony receiver through a wired remote input. You'll definitely want to check on the availibility of that input before buying your receiver. This option may provide greater reliability (no infrared signals), but you'd lose the ability to control your empeg too.

I've used Pioneer receivers in both of my vehicles with a CDRB10. Both work great.