Dan, a lot of questions are answered in detail in the thread above, but I will try to reply to the specific questions you ask:
Approx Cost: Well, the double din radio is totally your choice. I chose the Pioneer AppRadio 4, but if you want off-line navigation, XM, CD, and DVD I would suggest the Pioneer
AVIC-8100NEX which is one of the most awesome radios on the market. You get everything I have in my AppRadio (Siri, Pandora, multi-touch screen etc) plus a larger screen, off-line navigation, XM, CD, and DVD. You will pay around $900 for that one compared to $450 for mine. However, I will probably be changing mine out this fall to the AVIC-8100NEX. I didn't want to drop that kinda money into a radio if I did not like how it integrated with the XLR. Now that I love how it integrates and functions, I will be stepping up to the big brother

Plan to spend another couple hundred on the integration modules. The specific ones needed are listed by part number in the thread above.
Does it work with buttons and gadgets: Buttons yes, gadgets no. The aftermarket radios have their own XM tuners and antennas and provide no ability to export radio details to the HUD.
AUX plugs and Bluetooth: Yes, most any good aftermarket has all the above. Multiple AUX inputs for audio and video and complete bluetooth integration for music and communications
Installation: Unless you have experience installing aftermarket radios, I would suggest a professional install. There are multiple modules (small computer interfaces) that will have to be installed and programmed to enable the compatibility with the steering wheel controls, On-Star, Bose, and the CAM-Bus.
You can perform the install yourself, and save some coin, but it will take most of an afternoon and more than likely a couple tries to get everything working the way you want. I would suggest soldering and shrink wrapping all the connections from the harness adapter to the main radio plug. The best way to perform that operation is on your work bench and away from the vehicle. Use the color code chart in the radio install booklet and on the back of the module package to make the correct connections (ie rt frnt spkr+ on harness connector soldered to rt frnt spkr+ on radio plug). Some might also suggest installing a parking-brake by-pass when making all the connections, but since it is dangerous and un-lawful to watch videos while driving, I would not suggest such an activity...however it is easiest to install when making all these connections. Don't worry about leaving too much length between the connector and the radio plug. In most installs one has to trim out as much extra wiring as possible because there simply is not room behind the radio for the bundled wire. However, in the XLR once the factory unit is removed, there is not only plenty of room, there is room for the modules and connections to tuck in behind other recesses in the dash and really cleans up the install. With the extra length, it makes it easier to remove the radio basket and swing it into the passenger floorboard without disconnecting everything (main wiring harness, wired remote, mic, GPS antenna, Aux in, rear camera in, HDMI, and USB) when making a change or adding another input. I ran my Aux, HDMI, and USB down under the shifter and exited into the center console beside the 12V accessory plug. Remove the 12V plug and use a dremmel to make a notch for the extra cables to come through. This keeps one from having to make a hole large enough for an HDMI plug to fit through. Simply pull it through the 12V plug hole and then push the cables over into the previously created notch and re-install the 12V plug.
The radio installs using the factory basket and the only install kit needed are filler panels for the left and right sides. There are several that should work depending on the look you want to achieve. Mine was installed using a Metra Cadillac kit. I am planning on removing it and custom making a plexiglass surround painted black from the rear. I am also fab'ing up an iPhone mount to replace the factory CD slot. Currently I covered the rear of the CD slot with a piece of textured black plastic so one cannot see through it.
Hit me up if you have any other questions.