Yes, I agree that it sucks that there is little in the way of "standards" for CD changer connections.
It's strange that all the big car audio companies which THRIVE on the fact that certain standards exist for car audio (RCA plugs, amp remote control wires, 12v power source, switched ignition lines, DIN-sized mountings), suddenly forget that Standards Are A Good Thing and deliberately make proprietary interfaces for their CD changers. This is just brain-damaged, everyone knows that there is REAL money to be made when standardization allows the customer volume to go up.
Good news is that there ARE adapter systems which allow you to cross-connect differing proprietary interfaces. There are several companies which make this kind of system, have a search around the web. I think I even link one or two of them in the car-installation section of the FAQ. Check it out.