I honestly like all of them. If you're talking unaffordable range, the Alpine F#1 Status head unit ($3000 bucks retail) is what I would consider the best. Nakamichi CD-700 is also fantastic, but very pricy (I believe in the 1500-1700 range), but I LOVE it's simplicity. The Eclipse 8454 is what I feel to be the best all round head unit, as far as price to performance.
It depends. Personally, I could care less about a removable faceplate as I have an alarm. With that Nakamichi, most people wouldn't know it cost 1500+ anyway as it looks stock. Here's a picture:
That's a lot of why I like it, plus the simple controls. No flashy buttons, no beeping every time you adjust something, just classy. Analog controls as well so you don't have to turn the volume knob 50 billion times, volume can go from 0-max in a second. As far as Eclipses, they have theft insurance on the units, so all is well on that note.
A good difference. I like both the SQ and features of the 8454 over the CD-400. CD-400 just isn't overflowing with features, SQ is great, but I still like the 8454 better. The CD-700 I pictured above is really the only Nak head unit I'd have, for all around price to performance it's hard to beat the Eclipse 8454.