you should go with an apple IPOD. i picked up the 15GB for under $400 including all the extras: leather case, docking station, fm transmitter, remote control, etc. and have already added over 1500 songs. i still have room for 2000 more! it's basically an external harddrive that goes anywhere.
i will never be hassled with changing a cd again. the iPod allows you to make infinite playlists and search for music in innumerable ways. it connects with itunes (for mac or pc) and you can rip your entire cd library or download songs that you don't already have into your personal collection. plus, i never have to worry about some f#*% breaking my window to jack it since it's smaller than a palm pilot and goes with me when i leave my car.
there's an iPod that holds over 10,000 songs for around $500. that's more song selection than you'll ever need, and much better than paying $10 a month for satellite radio on top of several hundred bucks for a new system. a couple friends have XM and Sirius and I find the commercials to be annoying. even the commercial free stations don't play exactly what you want to hear when you want to hear it.
get the best portable music player out there and take control over your entertainment.