Not a whole heck of a lot you can do, if the station you wish to tune into is far away and/or has a weak transmitter. It's remotely possible your antenna is not properly connected to the back of the head unit. Is your problem all stations, or just a select few?
Between the overabundance of commercials and the fact that the 1 or 2 stations I do want to listen to are pretty much out of range anyway, I bring my own music along, either MP3 CD's I've made, or more likley one of my digital music players via the AUX port
Love my xm. Don't always listen to it. Like the last month when I didn't have a car. It did come in very useful on the 8hr drive to NC. I already have a transmitter so I didn't go for the upgrade from the dealer.