Welcome to the forum from Pennsylvania. On the audio, there may be some after market companies that sell what you are looking for. If I remember correctly at one time you could buy a cassett with a wire attached that would power a CD player, but I'm sure they have improved on that technology. MP3/IPod is the way you want to go for convenience and size..
As far as the smoke, I've heard the same thing, although I never had the problem with my 98 SE. I would keep an eye on the oil level and if there is no drop I would not worry about it. I believe it is from the oil draining to that side while on the side stand. Ride safe and enjoy your new toy.
Welcome josbo1213. It's a bit of a trait of the 'boxer' style engine configuration, especially if you put the bike on the stand before you turn off the engine. Shut her down first and then use the sidestand and it should all but disappear. Used to happen alot with the BMW K bikes too.