In my last car, we put the RF Modulator and all the cables in the glove compartment.  I had five cables coming out of the glove compartment going into the XM which was mounted on the dash.  It didn't look that good, but I didn't care, it worked.

In the Santa Fe, I took the bottom half off first then the top.  There isn't anything behind the heater controls except a few cables so using a twistie tie, I mounted the RF Modulator down there.  I also shoved all the cables down behind there.  Now everything is hidden and it looks good.  If you look real hard, you can see it in the second picture on the left.  

I drilled a couple holes in the back of the plastic for the cables and I drilled a hole underneath the cradle.  Using the existing screwhole in the cradle, I mounted the XM in the empty spot right below the radio.  The finished product is the bottom picture to the left.

I still haven't mounted the antenna yet.  I had to buy a remount kit from Terk for the antenna.  I just received it a few days ago.  Currently the antenna just sits on my dashboard above the glove compartment.   The wires for it are on the passenger side floor.  With all the snow flying nowadays (and the fact that I'm a little on the lazy side), I haven't taken the time to do it.  The reception seems to work pretty well with the exception of a few short outages every now and then.

Thanks to the people at www.xmfan.com and http://pub108.ezboard.com/bhyundaisantafemessageboard for helping me to buy the XM Radio and the Santa Fe.  Along with the Tivo, definately some of the best toys I've bought for myself over the last few years.