I just got a FM transmitter type of satillite radio today. I'm already a Sirius subscriber so I got a the one that can be removed and popped into a boombox and become mobile outside of the car.
Installed it on my '03 HCH. Anyway, I installed my antenna directly in front of my factory antenna on the roof. I went through the hole and did a small slice in the seal. There was already a indention so I made it just a tad bigger so the wire could fit in snug. I tapped in power from my map lights. The kit came with one of those big suction cup thingies so I mounted it behind my rear view mirror and the radio itself sits right beside the mirror to the right out of my way. So far it works pretty good of course I just finished the install an hour ago.
My main reason for the radio is two of my favorite shows: Car Talk and Dave Ramsey. Soon I'll have an hour one way commute so it's nice to have the radios in both cars, before I used to lug around about 50 pounds worth of CD's.
The model I got:
JVC KT-SR2000
and the car kit:
JVC KS-K6012
and the boom box I will get soon (saving up):
JVC KS-SB200 Boombox
All this stuff is a whole lot cheaper on eBay of course.
For the most part it's a simple install, Circuit City is always eager to do an install for you if you don't feel confident enough in your automotive skills. Good Luck.