XM Hardware
Delphi MyFi

Photograph: Marc Simon
Until now, satellite radios have been more transportable than portable: You might have been able to remove one from your car, but you couldn't listen to it elsewhere without extra-cost complications such as an external antenna and power source. Delphi's pocketable (though chunky) MyFi breaks new ground as the first truly Walkman-like model, with a battery that's good for 5 hours and a built-in antenna that lets you listen anywhere you can get a signal. When you're someplace satellites don't reach, you can listen to up to 5 hours of audio that you've recorded previously. The device also comes with TuneSelect, which alerts you when favorite music is playing on any channel, and it can display stock quotes and sports scores on its big LCD.
Like Delphi's SkyFi2 and Roady2, and Sirius's Sportster, the MyFi has a built-in FM transmitter that can broadcast sound to any radio (although getting a clear signal in major cities can at times be a problem). Bundled earphones let you listen while on the run; but as with most personal-audio devices,you can dramatically increase the unit's audio quality by buying better headphones.
At $350, the MyFi is by no means inexpensive, but it qualifies as the closest thing yet to an all-purpose, go-anywhere satellite radio. And it, unlike most competitors, comes with a full complement of accessories, including both a home kit and a car kit with external antennas, power sources, and mounting equipment.
Delphi XM SkyFi2
The $130 Delphi XM SkyFi2 portable receiver is a worthy successor to Delphi's original workhorse radio. This sequel's best feature, without question, is a TiVo-like capability that saves the most recent 30 minutes of radio to internal memory, so you can pause or replay whatever you are listening to. This feature let me replay a favorite song again and again, thanks to Back and Forward buttons. (Be aware, though, that the radio clears out its 30-minute buffer each time you turn the device off.)

Photograph: Marc Simon
Like the MyFi, the SkyFi2 has a built-in FM transmitter and TuneSelect, a feature that helps you track down your favorite music. The unit's big LCD screen is easier to read than its predecessor was, in all kinds of light, and you can arrange for it to display stock quotes, sports scores, or the time of day. Car and home kits are available for $70.
Delphi XM Roady2
Similar in its dimensions to a deck of playing cards, the Delphi XM Roady2 ($130) is only half the size of the SkyFi2, so it's less likely to block controls on your car's dashboard. It's also easier to carry in a pocket between your car and your home. And unlike the SkyFi2 and the Sportster, it comes with every accessory you need for in-car listening.

Photograph: Marc Simon
This little radio does make some compromises, however: Its small screen can be difficult to read; it lacks the SkyFi2's cool 30-minute memory; and though it can show you your 20 favorite delayed stock quotes, it can't display sports scores and other information. But if size matters, the Roady2 is a great, economical choice.
Cambridge SoundWorks PlayDock XM Portable Speaker System

Photograph: Marc Simon
The PlayDock is a $200 transportable "home base" system that turns Delphi's XM Roady2 radio into a boom box. It provides two primary speakers and a 15-watt powered subwoofer that sounded quite good, though slightly bottom-heavy, to my ear. The unit has a couple of distinctive features. First, it looks like a small space heater, which is bad if you seek the sporty form of a boom box, but good if you want your radio to fit discreetly into any room. Second, it has a rechargeable battery, which I ran continuously for about 7 hours. This mobility lets you cart the PlayDock around without an AC adapter, all the while saving money on batteries. The system tips the scales at a rather startling 14 pounds; so despite having a convenient built-in handgrip, it's more cumbersome than a traditional boom box. Nevertheless, the PlayDock rates as an unconventional (albeit slightly pricey) winner.