I have an XM Delphi SkyFi, which I have mounted on the passenger side, right next to the console (on the far left side of the trim piece above the glove compartment)
I ran the antenna wire from the third brake lite, down the back pillar on the passenger side, behind the trim there (by the back power outlet), and then under the door trim. When I got the wire to the front, I ran it behind the lil bar by the glove compartement, to its ultimate stopping place in the middle of the console.
I wouldnt say it was hard, more just time consuming.
I considered doing the headliner bit, but then I would still have to go down the a-pillar on the drivers side, so it seemed like more work fishing than I wanted to get involved in.
I used the documentation for the MOPAR sirius antenna as a quick basis, although the sirius antenna is mounted w/ a hole, and I ran mine out the third brake lite. It's a good starting point, and actually describes the process pretty well.
-Blu