I just finished my XM radio install and have to say I am extremly satisfied. I did however have a concern using the AUX input like so many others with regard to the volume issue.
I found the unit I wanted (the new SkyFi2 by Delphi) and decided that I would see how bad the volume really was. As I sat in the parking lot ripping the packages open while on my cell phone getting it activated (yes, I am crazy like the rest of you), my friend was playing with the unit using the demo channel and discovered somethying very pleasing. The mew SkyFi2 has a built in FM modulator, but I want a little better sound quality so I ran a line to my AUX input, he then turned on the FM modulator at the same time as the wire ran to the AUX input and low and behold the volume jumped tremendously. There is now need to buy any line level amplifiers if using this unit. I would be very surprised if anyone was not happy with the volume. Besides, if you really want to crank it, just use the FM modulator which works very well. The quality is alomst as good as the AUX input but not quite. If you use this, make sure you go into the menu and turn the modulator volume all the way up.
I was very surprised that the AUX worked with the modulator on, but it does and you will love it.
Now to my install:
Ran the antenna through the 3rd brake light like so many others (works great and very easy)
I wanted a little better sound quality so I took the casette adapter apart and soldered the the now loose leads directly to the wires going to the AUX input. Just don't use your aux input when you have your XM turned on.
Tied the positive power to the purple power lead going to the back of the head unit. (power only goes through that wire when the ignition is turned on). Ran the ground around a screw holding the deck in.
Drilled a small hole beneath the rubber mat in the small dash tray and mounted the unit in the center of that using the supplied mounting system with two sided adhesive tape. It really does look awsome. There are no wires visible at all and the unit looks and works great.
One thing to think about with this unit as opposed to others is the color of the display. The unit is kind of a light blue/gray (very soothing I think compared to the orange). I thought about getting an orange display, but the contrast and little different color look real sharp. Besides, who says everything needs to match.
I would post a pic, but my camera is broke. Hope this helps someone.