Just wondering what Autoshow it's supposed to debut at? Are cars ever unveiled at a non car show event?

Likely the New York Auto Show. See The Car Connection article: http://www.thecarconnection.com/index.asp?article=8296&sid=176&n=156

Cadillac XLR-v

GM's Performance Division is putting the final touches on the 400-horsepower XLR-V, powered by a supercharged 4.6-liter Northstar V-8 and shown briefly in ads during this year's Super Bowl. Besides the supercharged engine and other performance-related features, the V-Series XLR also sports a unique hood, ten-spoke wheels, and high-performance tires. The XLR V-Series is expected for the 2006 model year, or possibly as an early 2007-model offering.

Considering current XLR sales, and other economic factors, I doubt Cadillac is in any rush to bring it out.