Viscosity is the engineering term for the "runny-ness" of a fluid (liquid or gas). Tomato ketchup is very viscous, water less so. Air and other gases have virtually no visocisty at all in comparison.
So as long as you leave a quarter inch or so gap (i.e. the height of the unit's feet) between units and half to one inch along the sides, you'll be fine from a cooling perspective. The air will flow freely enough.
Think about it. If you put a unit with a quarter inch gap on its base on a shelf, you have a quarter inch gap to the SOLID shelf beneath.
So what's the difference putting one unit on top another?
The answer is that warmER air will get drawn into the cooling holes of the unit on top.
An integrated amp, specifically the power amp part, produces a LOT more heat than a CD player, or just about any other component. A lot of components, like CD/DVD/Blu-Ray players don't even have cooling slots.
So, if you put the integrated amp or power amp on the bottom, then the CD player on top, the CD player cooling slots will be fed with hot air coming off the amp. If you put the amp on top, however, the air coming out of the CD player cooling slots, which will be more or less at room temperature anyway, will be drawn into the bottom cooling slots of the amplifier (if there are any cooling slots on the bottom of the amplifier) and expelled through the slots on the sides and / or top.
I would say it's fine from a cooling perspective to stack one unit on top of another, provided the units can take the weight, most metal-cased units almost certainly can (unless you're building a PA stack Black Sabbath would be proud of...).
From the electro-magnetic perspective, I think any effects are likely to be hyped up to the point where our friend "Andrew Russels" probably makes a Stone Hege sourced ouiji board, magic crystals or something to counter the effects. Steel (or aluminum) cases act as "Farady's cages" keeping any stray "eddy currents" within themselves. They're unlikely to effect other nearby objects, unless, like an old fashioned cathode ray tube TV placed next to loudspeakers, there are big huge powerful magnets inside the speakers which can affect the TV picture. Grounded (earthed) cases are even better.
In conclusion.
1, Put the coolest running items at the bottom, working up to the top, IF YOU CAN. At the risk of contradicting myself, note that a big amplifier is going to be quite heavy, so I would actually risk it and put things like tuners and CD players at the top, however, to avoid them being squashed.
2, If you're concerned about your amplifier being too heavy, put that on a shelf on its own and put all the other components in a separate stack.
3, Make sure the cooling holes on the bottoms and sides of the units aren't blocked.
4, Allow at least half an inch, ideally an inch, of space on the sides of the units and on the top of the very top unit.
5, Buy some short(er) interconnects to tidy up that "explosion in a spaghetti factory" behind your stack.