As far as I researched this:
If you're going to do this, go with aftermarket. The OEM is not worth getting unless you get it in a package with the car, I was even told that by my sales guy at Northside Mitsubishi. Just like you said, the aftermarket is about half the price and often better than the OEM.
When it comes to the steering wheel controls. I'm not 100% sure what would work and what wouldn't.
I'm pretty sure the volume control would work, but I think that may be about it. So for example the "Mode" button (which I personally never use) probably wouldn't work, same with the "Next/Previous" buttons... but don't quote me on that stuff cause I don't know for sure.
Your Hands-Free BlueTooth should still work I believe. It's a separate unit so it should be ok, but it would probably have to be wired in a certain way so that it interrupts any other audio signal that's going into the speakers. I'm not sure how that stuff is wired (if it's wired through the OEM stereo or somewhere else).
Chances are that if you get an aftermarket combo unit it will have bluetooth built in anyways, so you could probably use that instead the OEM bluetooth on the steering wheel - except you will end up losing the controls, probably.
Or of course you can go the route that SRSONE explained, and just get a navi unit that you can put anywhere.
If you're anything like me though (be aware that I actually don't have this done yet because of lack of funds), and want to have "everything" in one place (navi, cd, dvd, mp3, iPod, satellite radio etc) then you're probably better off going aftermarket. The best thing would be to find a shop that does installations for this stuff that has experience with the 9th gen Lancers and ask them all these questions (have them write it down and sign it if they claim something will work or not). Or if you have a good dealership in your area that does installations (not sure what City/Province you're from) they should be able to tell you what will work and what won't.