In a Saab 9-3 and 9-5, you have little choice but to remove the entire system. The CD changer input is unusable since the head unit can only be married to Saab branded changers. If it's not a Saab CD changer, it's not going to work as an AUX input.
On
this site under "Fitting Hints" there is a diagram of an 8-pin DIN connector that provides pre-amp outputs. However, although Saab head units look similar between models and years I'm pretty sure they could be made by 3 different companies (Clarion, Pioneer, and Harmon Kardon). The stereo in my Viggen did not have this connector. Even if it did, there would still be the problem of getting the empeg to play through the stereo (FM modulator being the only option).
The dash opening on a previous-gen 9-3 is 1-3/4 DIN which made finding a pocket a pain in the butt. I am pretty sure that the 9-5 is standard Double Din, so you should have no trouble finding a DIN pocket after ripping out your head unit to install the empeg.
By the way, since you're in Albany you should join the
New York Saab Owners Club, or at least come to some events. We always have a great time and we're headquartered in Saratoga County. Many of us from the club (including myself) will be in Brookline, MA this weekend at
Swedish Car Day. If you come, just look for the Viggen with NY empeg plates!