I have added an aux port to my 06 Colorado and thought I would share my thoughts on it.
1. My Colo is a 2006 with the CD/Aux button but no CD changer, no XM, No OnStar and I have tweeters in my front doors in case anyone cares.
2. I did this primarily so I can hear my phone Music (Motorola Droid X, Streaming Pandora Radio, GPS voice, and Google Music)
3. I purchased the iSimple PXDX and the PXHgm3 wiring harness which is specific to a bunch of GM vehicles. The PXDX came from amazon for about $60 and the wiring harness came from ebay for about $7. Even though the harness says its for GM vehicles from 00-05 it did work on my 06 I called the company before and they told me it would work. They have excellent custome service.
PXDX Aux adapter
Here's what the 2 parts look like together.The dip switches on the side need to be set to the Colorado that means you will need to turn on switches 1, 3, and 8
4. You need to have a Radio with a CD/AUX button like the picture below
5. If you meet the requirements then buy the parts and pull out your Stereo. I dont have any pictures of this part.
6. Connect the yellow wire of the PXDX to the orange wire of the Stereo (this is a constant 12v not a switched one like you would use for an amp so dont let it touch any metal of the truck if you left the battery connected) and the black wire to the ground of the stereo.
7. then connect the 12 pin connector of the PXDX to the CD changer port on the Stereo.
8. Now your all hooked up and you can test it. put the key in and press the CD/AUX button and it should look like this.
9. if it does then you did it right and should be able to connect your phone or mp3 or whatever up to the PXDX audio port and hear music on your truck speakers. Secure everything inside your dash and put it all back together carefully.
The next few steps are only cosmetic.
10. I ran the power and audio wires under my steering column
and out of the seam between the driver window and the dash to conceal the wires and because I have my phone attached to the windshield here.
Now I wish I would have taken pictures when it was all taken apart, but if anyone has any questions about how to do this just reply and Ill help. I have a degree in Electronics so I should be able to figure it out. I reply to emails almost immediately everytime too so it shouldnt take me long. Hope this is helpful to someone, I know I was looking for someone to do this and never found it so I just did it myself.
Thanks and Good Luck!!