I didn't order new equipment, just the dash kit and wire harness. The Kia radio does not have an auxilary input. I'm not sure if an adapter is available or not. I read another post on here about the aftermarket auxilary adapters. That post seemed to indicate that one isn't available for Kias. I think you're going to want a new headunit.
I took my setup out of my Xterra and will be putting in the Sedona. I have a Pioneer DEH7700 headunit and an Terk XM direct tuner with smart adapter (allows Pioneer radio control). The XM direct unit came with the Terk mini antenna. I haven't picked a location for the tuner yet. I was hoping to get some feedback (see this post:
http://www.kia-forums.com/index.php?showtopic=5407&hl= ).
I'll probably put the tuner box under the driver's seat (as the control is done through my headunit). For the delphi units, there is a company that makes mounts for them. I can't recall the name right now. Basically it's just a metal bracket that will bolt to one of the factory dash bolts, then holds the XM unit at a slight angle so it's more accessible to the driver. These seem expensive to me. I think the one I saw was about $50.
For my antenna, I'll go about it the same way I did with my other 2 vehicles. run it under the carpet to the front of the door step plate. Then under the step plate, I make a small notch in the weld lip with a dremel tool. I'll run the wire through this notch and then put silicone around it. I then route it under the door weather stripping up to the the area where the door, hood, and front quarter panel meet. There, I'll take it under the edge of the quarter panel and into the front windshield weather stripping. I route it under the front window trim up to the top/middle of the window. Then I mount the antenna a few inches back from the window. The Terk antenna is magnetic, so this all requires no drilling.
Hopefully I'll get the chance to install everything this weekend. I'll take some pics while I'm at it.
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UPDATE:
Found the mounting bracket company I was thinking of. Pro-Fit. Unfortunately the only Kia VSM (vehicle specific mount) is for the sportage. Here's info on it anyway (maybe it'll give you some ideas):
http://www.pro-fit-intl.com/Adobe/KA-70-99.pdf
They also have some universal mounts. I don't know if those would do any better than what comes with the delphi car kits or not.