Im looking to install Pioneer AVH-P8400BH head unit and XM radio with the GEM-P920XM xm radio tuner. Would be the best way to cleanly mount and wire the XM antenna?

 

the little black square is the antenna for that unit. I have the exact same one. It is extraordinarily strong. The manual will tell you to put it in the window. You do not need to do this. It is a very strong magnet. just pop it directly on top of your radio. Even with it inside the radio pocket it will still pick up the xm radio very strong and you will not have any issues!

 

I actually re-keyed the factory sat radio antenna to the pioneer connector. The factory sat unit is mounted right behind the glove box. The brackets from the oem one will bolt on the pioneer tuner and allow you to mount it where the oem unit was mounted with some 'slight' bending of the oe brackets.
I used the method described in the post above on the nav antenna to keep it out of the way.