i have been researching it, since I prefer XM to Sirius, but I can't find very many answers. Crutchfield.com has some info on putting other receivers into an existing factory head unit. But I can't find any specific examples with a CX-9, and with one of their automated "find the product to match your vehicle" steps, it shows nothing yet for CX-9, as I recall.
I don't trust Best Buy to dig into my car, that's for sure. I might end up calling Crutchfield for advice - they seem to be as current as anybody, and perhaps buy from them and have the dealer install it. My dealer as of now is pretty green on the CX-9 nav and audio stuff.