I just put in the tap and Cd player from my 2000 Saleen into my 97 Cobra because the buttons were warn out on the Cobra and i have and aftermarket system in my Saleen. Both of mine are the mach 460 system so of course it changed out easily. But i still see no problem changing them. They are still all ford products and should use the same connections.
Couple of things, the place to look for connectors would be one of two places... www.crutchfield.com or www.partsexpress.com ... one of those two places would have them I beleive. The Mach 460 systems in the 96 have an amplifier behind the dash that makes a special connector required for aftermarket systems. Not to expensive around $15 to $20 bucks. IF you put an aftermarket radio in there is a small pocket that can go where the CD player used to go in a seperate setup. The pocket is about a $15 part and makes a great place for small cellphones and keeps a very stock look.
If you have to pay for anything, I would really recommend an aftermarket system. I put an Apline 7894 in my car (about $375) for an in dash CD Player) which sounds alot better than any stock stereo. Better than that, it plays MP3's... one MP3 Cd will hold about 100+ songs. 10 cds on 1.