als,
As far as tips, I have XM in my other two vehicles. My wife has the roady XT in her chevy equinox (had to have the pretty blue one on the lot that didn't come with XM). I ran the external antenna underneath most of the interior panels because I hate looking at wires. I didn't bury the wires that power the roady because I like to steal it and put it in my boat now that summer's coming on.
If I were looking at long term, I'd probably bury all those wires behind the dash and if you already have the sirius antenna, I'd probably pull it and put the XM antenna in it's place making it a little more of a permanent fixture.
There are lots of threads here about the steering wheel controls (which I do not have) and by reading them I'd have to venture to guess that you will not be able to control your roady with them.
As for the XM Antenna being exterior or "on the dash" In my work truck I have the XM through the Garmin Street Pilot 7200 and the external antenna is an absolute necessity to get adequate coverage. If you live in the city with tall buildings or in a mountainous region like myself, you'll definately notice the gaps in signal. If the songs cutting in and out don't bother you, put it on the dash.