If you have the Delphi setup, I believe you have to run a wire to your cig lighter socket, as well as one to the tape deck. And the antenna, of course.
I have the Delphi XM setup in my mom's car (since it only has a tape deck), and it works great. I have the antenna mounted in the rear windshield (which is on a kinda of carpet-like surface.) It works great.
Of course, my mom's car is an Oldsmobile - I haven't looked into mounting one on a Celica.