Like others have said, unless you change the HU, you'll have to use an external XM gizmo. Besides, if they had a factory option, it would likely be Sirius anyway as that's the way MB rolls. Also, nothing is like having XM built into the HU, I have it on the factory HU's for our Jeep Wrangler and GMC Canyon and you can't compare, it's the best way to do it. But I didn't want to change out the factory radio on my Smart.
I have a Roady XT mounted under the dash on my Cabrio and I used an existing screw to hold the bracket I got on ebay for $11 shipped. I taped the antena inside the upper part of the radio bezzle where clock/tack go it's invisible and ran the aux wire by drilling a small hole in the side of the glove box. The wires terminate right behind the radio so it's as inivisible as one can get with the Roady. I can take picture if people are interested. I went with the Roady because I have the boombox for it and I can easily pop it out if I don't want it visible.
The bracket I used was this one -
