Don't be too concerned... unless you are a thousand miles from nowhere, there shouldnt be a problem.

They definitely have a lot more coverage than cell phones.

The transmitters are stronger. The distance a tower can broadcast is a lot farther.
Plus the antenna and recievers are much more sensitive than a cell phone.

At one time there was a coverage map on the XM site...
But at the time, they said it was coverage for MOST of the US

"Why Reception Stays Strong
Originating at the XM broadcast center, XM's broadcast signal is beamed from two huge earth-station antennas to our broadcast satellites, known affectionately as "Rock" and "Roll". But despite their names, these satellites don't move; positioned more than 22,000 miles above the earth in geostationary orbit, their beams combine to span the entire contiguous U.S. while remaining stationary with respect to the land below. This enables XM's signal to reach from coast to coast. Ground antennas, or repeaters, keep the signal strong in challenging locales such as urban canyons."

After reading that, they make it sound like it uses both. Hmm.. quite interesting.

I know one thing from experience, tunnels.. even short ones, you usually lose signal for 2-5 seconds.