I bought my XM 2 Roadie on eBay and integreated it using a combination package from CycleGadgets and Kennedy connetctions. I have had excellent results and have my bike radio, intercom, FRS radio, XM and nav all routing into my headsets.
You can buy the Cycle Gadget kit if you like, I think it comes with a Kennedy filter and should be fine. Here's what I did and saved a few bucks.
I ordered EC's filter and Ground Loop Isolator. http://www.electricalconnection.com/aud ... sories.htm I tried it without these first and had the whine in the head set. I wired a power adapter into the connector under the left pocket using one of EC's mating connectors. This allowed me to use the power connector that came with the radio. I left it under the pocket so as not to take up space. I also ordered Cycle Gadget's mount which is a Hoon. It uses the plastic connector that comes with the radio which promptly broke. CG sent me a Delphi bracket which was no better. I wound up using JB Weld to reinforce the broken one and it has held for over 20k miles now. The other problem I had was the radio popping out of the cradle. Usually only enough to loose power but it did come off totally a couple of times. I tried a couple of methods to restrain it. Velcro, double stick tape and zip ties. Finally used some black silicone to stick the radio to the cradle. Since I never remove it, this worked fine. I keep a small plastic bag to cover it in rain. I ran the wires down the handle bar with the existing and they are hardly noticable.