This is what worked for me
Well last year I decided to add this option to my factory radio. Also wanted the aux inputs so that I can connect my stand alone Sirius radio to directly connect. So much better no longer need to change radio stations as I travel around. I go all over Southern California and such a better sound.
(Wish I took Pictures and all that was involved)
I found Neucleus below is a Catalog link. Just search around plus ebay to find the right adapter you need. I have a 06 Tahoe. This is the product I got from Amazon.com. Price was 119.00
http://www.amazon.com/gp/product/B000K50NGQ
That is pretty much the brains of it and works for lots of vehicles so you have to buy the cable that connects directly to your factory radio I purchased this one for 20.00
http://www.amazon.com/gp/product/B000K53QJM
Was really easy to install basically plug and play other than having to hook up a power supply but pretty to find one since you have your radio harness right there. Instructions are included and will tell you what kind of supply you need.
It came with a pretty decent length cable to connect to your ipod. So I ran that around the door seal to between the passenger seat and center console so that my son had access to it and can hook it up and change the station without reaching over to the radio all the time.(some choose to put in the glove box) It says you can change music using the radio buttons and dials but I have never tried that. The aux inputs I then split and one set going to the Sirius radio and ones set sits in the glove box .. this way when I need to hook any audio device like a portable dvd player I can hear it through the speakers.
Any questions just send it my way and I will try to answer. Hope that helps and I believe your radio has to be XM capatible so that it has the option to switch over when needed. I think that just having the AUX button on your radio indicates it does. (please verify everything regarding Necleus, adapters, and factory radio to choose the right product for you. Remember this worked for me and my 06 hoe)
http://www.shipsound.com/application_guides/AI-2006_NeucleusCatalog.pdf