Unfortunately you can't just call up XM and switch to them. You need an XM receiver installed instead of the Sirius one.
However, if you're considering the switch, there are much cheaper options than spending the big bucks on an in-car module like the one that you got from the factory. For example, I would suggest the Samsung Nexus XM Portable. I have one, and it's fantastic. When it's in the 'dock', it can receive live XM radio signals (they offer both a home dock, and a car dock). When it's portable, it works just like an MP3 player, playing back whatever you've chosen to record while it was docked. It'll hold up to 50 hours of radio (or you can half that storage and put your own MP3s on it too). Best part is that they can be found on places like eBay for less than a hundred bucks. I've also found out that you can own multiple Nexuses (Nexi?) and share a single subscription just by having them take turns recording in the dock (I'm sure XM will catch onto this sooner or later and 'fix' it)
There are other XM portables as well, such as the Pioneer Inno. Might want to take a look over at
http://www.xmfan.com if you want to research. I know Sirius offers comparable portables as well, but I don't have any experience with them.
As for the Sirius vs XM debate, there are diehard fans on both sides. Just depends on what type of content you want from satellite radio.
This link has a pretty decent comparison of the two:
http://www.howstuffworks.com/s...p.htm
They have different types of sports, different 'popular talkshows', different news channels, etc.
Personally, I tried both, and decided to go with XM. The only thing I wish XM had that Sirius has is the option to buy a lifetime subscription. The biggest selling point for me with XM were the terrestrial repeaters - I simply had a much better signal reception with XM than I had with Sirius, but your mileage may vary.
Either way, regardless of which you end up staying with, I can guarantee you'll despise FM after having satellite for a couple months. On the rare occasion I am stuck listening to regular radio, hearing the same stupid commercials every 10 minutes is like nails on a chalkboard. Satellite radio is definately worth the money in my opinion!