You should have gotten the Sirius when ordering. Even though its 'only' $595, it saves a lot of cash down the road when you want to retrofit. All the wiring harnesses will need to be installed which means getting behind the dash and wiring back to the trunk under the floorboard. As mentioned before, the dealer is still gonna need to program it. I'm guessing it'll be a couple of grand.
Since you like XM better, you'll probably have to go aftermarket.