I put XM in my X. Had an XM Direct unit installed. Virtually plug and play, and works very well. The only odd thing is when selecting that mode on the dash, it first says Sirius, then changes itself to say XM Direct. All controls work from the dash or steering wheel, and it's a transparent user mod.
I went with XM because it's what I have/had on other vehicles. I'm used to it. But as has been pointed out, they're both very similar. And now that they're merging (aren't they?) I'd expect there will soon be some sort of combo unit available, to give the best of both worlds.
So basically, flip a coin.
Dave