I dunno about the performance... I'm sure it wasn't any less than a regular Genesis + CD + 32X assembly, and since it wasn't stuck together out of three units, it was probably more reliable. I'm pretty sure it was an official Sega product, but it isn't very common. There was also a product licensed by but not manufactured by Sega, called the X'eye, which was like a Genesis with a CD unit built in, but no 32X. Someone with a lot more knowledge on the subject than I have will probably come along shortly and answer your question with more certainty
I think far far more CDX units were made than that... I own one I got from an extremely obscure pawn shop. It runs very well, and I found its output a little clearer than the output of the Gen Mark II. I has the same internal CD memory as a Sega CD unit, and it also (most importantly) has a headphone jack so you can get nice clear sounds! It takes 2 double A batteries to turn it into a Discman. It has a neat light-up LCD screen. Mine says it was made in February of 1994 in Japan.
I think it's "Story Time!"
I live in Canada, for starters. Anybody else from Canada will have heard of a store called the "Real" Canadian Superstore
Just so we're all on the same page, the Superstore is a sort of combination grocery/photo-electronics/cheap clothing store. Sorta like Wal-Mart but in reverse (i.e., they started with groceries, instead of with cheap other stuff.) Absolutely nothing remarkable about it. I can remember going into the Superstore near my house about 6 years ago and there was a big stack of boxes of CDX units for sale (for around $230 CANADIAN if you can believe that---I trust you can all figure out the exchange rate). Based on that observation, I'd like to think that a more substantial number was produced.
Just as an aside, that store also had a healthy stock of copies of Shining Force CD for sale. I bought one and liked the music but thought the game was rather... disappointing. Too bad I didn't buy more, I could be rich selling them on eBay...
When Arakon said "made in Japan", I think he meant "made for sale in Japan" - i.e. the Japanese version of the console (called MultiMega IIRC). The CDX does seem to be fairly easy to locate in North America (though getting someone to sell you theirs might be a different story ). I used to live near a game shop that had a CDX hooked up for display purposes, and a friend of mine also owns a CDX. It bombed, and you won't find it at the local Wal-Mart today, but it's not especially rare in the US.