The guy who created uSirius (that works in conjunction with Orb.com) created a beta application to get Sirius Radio streaming directly to your (jailbroken) iPhone!
Check this out:
http://www.geardiary.com/2008/06/09/...o-your-iphone/
More on uSirius:
http://www.millardsoftware.com/content/usirius-iphone