There was a pretty extensive thread on this a bit ago when I first bought mine in July. Do a search in the Stereo section. I had the same thoughts as well when mine was new and I did try a XM product that required you to run a two or three wires, and then ran through the FM mode of the deck. I really did not like it, sent it back. Too many wires and the sound quality was probably not going to be that good either.
Hooking up the Jammer is 200-300 dollars at the dealership and does require some equipment as well. Should all be in that previous thread! Good luck!