I want to replace the stock radio with the one listed on my cardomain site. My only worry is that I'll lose all the programable stuff through the stock radio. Like, how the doors lock when you put it in drive, unlock when you put it in park, lights stay on for a few seconds when you exit the car, etc.

Has anyone replaced the radio and lost the functions?

You wouldn't lose the functions but you would lose the ability to change their settings. Much worse would be losing the driver info center information and warning messages.