I went with the Delphi Roady that I mounted on the center console in the space next to the cup holders and behind the window switches - fits perfectly and looks nice. I used the wireless FM modulator that plugs into the lighter and is received on an FM channel. I didn't want to mess with the factory stereo, so this works well, though I may try to hardwire it to power to cut down on the wiring and free up my lighter for my cellphone.
I also placed the micro antenna inside, next to the back speakers, and reception is fine. That way I didn't have to try to run the wire through the seats or body panels and mount it outside.
But this is one of my disappointments with the Goat - my GMC truck came with XM installed and I didn't have to go aftermarket.