Here is a simple trick I do on XM installs...
open up the cigarette lighter plug from XM. Connect a positive and ground wire to the cigarette lighter plug from XM (the outer metal section is ground, and the positive wire should go to the middle pin), and then connect to a switched ignition source for power, and to a ground source for ground. Typically, if your OEM cigarette lighter goes off with the ignition, pull it out, and tap into the power and ground right there.
As for the inline fuse inside the XM cig. lighter plug, I connect my positive wire to the end that is coming from the circuit board inside (the DC/DC converter) thus eliminating the fuse. The reason: the glass fuses suck, and you can simply wire in a standard ATC fuse inline outside of the XM cig. lighter plug, and have just as much effectiveness.
I hope this helps... and if you have any questions, email me...
p.s. I will take detailed pictures of the install the next time I do one, and post them here on the forum. Most likely, it will be in the next few days, as popular as XM installs are....