XM subscriptions include MLB games and Sirius subscriptions don't. That's why I've never had Sirius.
There is a merger between the two services in the works that may change the programming options. It should be clearer what that will mean by the time baseball season rolls around in 2008.
Any techinical issues to be warry of?
Avoid XM receivers with SureConnect. The FM modulators are much weaker. Buy a discontinued model (if you can find it) to avoid this.