Well if you want factory integration you can get the following
SoundGate PIOBMW1
Pioneer GEXP910XM
Terk XMirco
Ai XM1DAS
and thats it. The Soundgate module uses your stock radio ( if its a dsp one you require an additional part ) and it plugs directly into it and allows it to control the pioneer xm module. It uses the factory radio for everything and allows the direct audio in. The screen on your stock radio dispalys the info etc. The pioneer GEXP910XM is the xm module. The antenna is TINY. 33mm x 35mm x 12mm and the Ai module is like a splitter/combiner. The pioneer module has 2 antenna inputs where as the Terk antenna is a single cable. That is your best bet if you want the best sound and COMPLETE integration into your factory unit. You need to find a more of a specialist type shop since your circuit city andbest buys etc dont carry these type of products.