I don't change the CDs very often, so it's not a big deal. If you change them a lot, then it might be inconvenient there.
The space I am talking about is behind the driver's seat. It is a plastic hump/cover that you can pop off. In it you will see a plastic container with these black plastic things wrapped in bubblewrap. Just take the whole container out and put the changer in there. I put an extra piece of soft material in there so that the changer doesn't move around. I have not had any skips at all with the changer in there.
This applies only to 2-seaters.. 2+2s don't have that area.