I like Sat radio myself.....In fact, I used to drive NYC to DC and back all the time and I would just ask them for a car with AUX input so I can wire up my own portable car receiver in there. Worked great...But that might not be convenient....
Have you thought about picking up a small portable receiver like the Stiletto or Stiletto2 and just plugging it into the AUX port that almost all the cars have now?
I bought a personal GPS too, instead of relying on AlwaysLost from Hertz