I looked into portable XM players and found them still in a very primitive and expensive stage. These seem to be my best options:
http://www.myradiostore.com/xm-radio-receivers/xmp3.html?s_kwcid=TC|7884|xmp3||S|e|4542058008&gclid=CNjlm9uOoZ8CFQUhDQodNB122A
or
http://novatechgadgets.com/xm2go.html
The mp3 and XM radio combos are not very advanced and it looks like I may have to purchase an iPod and then an XM radio receiver separately. What a waste. I'm sure in a year or two they will be combined. But for now I may have to go separate if I want to be able to play XM radio in my dance studio and car with just one device.