I would get all of the parts from a dealer with good Internet pricing, like Circle BMW, Crevier, Pacific BMW, or Tischer BMW. Tischer BMW (
www.getbmwparts.com) is my current favorite.
A dealer is probably the only place you will find the cable, so that is pretty much a given. You can find the Sirius modules on eBay, but the two good part numbers do not show up that often for a price to make it worthwhile. I watched eBay for a couple months and just gave up and bought one from a dealer. I wish I had done that from the beginning.
You might find a radio module on eBay,
www.bimmernav.com, or just pull the trigger from a dealer as well on that.
If you go with the Terk antenna, eBay is the best source. Otherwise, you will have to get the BMW OE Sirius parts from a dealer.