So when I was installing my XM (Pioneer AVH-8400BH) about 6 months ago I put the antenna on the dash next to the A piller. I don't know why (probably because it's in the car), but the reception was terrible! So this weekend I finallly decieded to put it on the roof through the AM-FM antenna hole.
I just wanted to say that if you've been thinking about doing this, but worried about dropping the headliner, don't worry, If I could do it, it must be easy. Just realized it was probably pretty easy because I have a hatch. (On the hatchback) remove the rear three plastic pins, the c-piller, and oh S**T handle, then you can lower the headliner down enought to reach the AM/FM antenna and feed the cable through.
Just be carefull about how much you pull down on the headliner of course. Also the bolt on the antenna was pretty big, I didn't have a socket big enough, so what ever size it is, it's bigger than 13/16". I ended up using some pliers which made the job about 10 times more difficult.
Today on the drive to work was amazing! It never lost reception one time! Usually it drops out in about 10 different spots on my drive.