Liars! (or just ignorant)
The boys at Goodguys or whoever told you that you couln't use an aftermarket amp or speakers with the stock HU are full of ****e. I got the same line of BS from one of the installers in my area that I spoke with.
What you need to do is use the VEN4 by Peripheral. This will convert the differential signal speaker leads from the H.U. to line level RCA type that will plug right into an aftermarket amp. I got mine at Tweeter for about $40 but it's available online as well.
As far as the stock HU unit goes (at least the non- HK unit I have) well, it's not the best sound wise. Using a quality HU will definitely give you better sound. I chose to keep it because I wanted the stock, fit flush to the dash, BMW aesthetic look. I've upgraded the front and rear speakers as well as added a sub and amp. My system sounds 1000X better than stock in my opinion.
Check out David Bagby's guide to upgrading. I don't have the link but if you search for it will come up. It's value cannot be measured if you're going to do the job yourself.