I have XM in the Avalanche, Sirius in my wif'es Crossfire, XM through my Garmin 665 that I move between my company Caravan and the bike. I also have an Sirius unit connected to the home stereo. That being said, we have come to prefer Pandora to satellite radio. We use Pandora about 99% of the time in the house.
The problem with Pandora is exactly what Brian said. At the house, it is connected via WIFI so uses no data on the cell phones but when you get on the road, you start using data. If you have a limited data plan, it can go through it pretty quickly. Now my phone has unlimited date as it is grandfathered in from when Verizon had the unlimited data. My wife's phone does not however. You have to be careful with that.
We still use the satellite radios most of the time when traveling. I'm going to cancel the unit that is in the house though.