If your Cobalt is equipped with XM, you would have the XM antenna, and a button on your stock radio that says XM. If you have Sirius, I would recommend getting an aftermarket H/U regardless.
As for the wiring harness, not to sure on your car, it might have the GM-LAN-03 system on it, to which the harness is $90 at BB. You can even get the install kit from them for a single DIN deck. If you have your heart set on Dual, you may have to order the kit (I did with mine), and even then, the kit needs to be modified a little bit to make your radio fit in it. (the H/U cutout is slightly smaller than it needs to be, so you need to shave the mount and the radio will slide in).
But in conclusion, I still recommend just getting a different deck, not only will you get the performance you are looking for from Sirius, but you will also have MUCH better sound quality as aftermarket radios usually put out about 45-50watts a channel and the stock one only puts out about 10-15watts, and the premium is only 125 watts total. (25 watts per channel). Just some insight.
