Thanks to genixia for the above instructions.
I went with option one as option two utterly confused me, and I was orignally planning on tapping directly into the car harness for the needed signals. Thankfully genexia slapped me around and made me cop on.

I sourced the two harness from Ebay user stereoinstallparts for less then $20 shipped.
The auxiliary input converter came from Logjam Electronics for $76 shipped.
A quick visit to RadioShack for some connectors, heat shrink and RCA male-male connectors, and some time at the kitchen table, and I had a nice rats nest of wires that actually did something useful.
Do pay attention to which connectors go where on the back of the radio, I didn't and had to dig out the info.
And do have the radio code handy, it probably in your glovebox, or else you'll have to drop by your friendly dealership.

The hardest part of the whole thing was getting the rats nest in behind the radio and empeg sled, espically the converter, but there is some space below and also to the right.
And "hey presto" I've now got music!

I still need to replace the lense with a clear and add add this filter, hopefully it will be close enough for goverment work.
And I need to fix the fascia blockage.

This is probably one of the easiest ways of adding an empeg to any car if you can source the relevent aux adaptor to fool your head unit and have a free DIN slot.
I'll be re-doing my '97 Corolla this way once I find a Toyota head unit with CD changer controls on Ebay.