did you already buy the unit? if so, did it or did it not come with the antenna? if it didnt, i suggest going to a local install shop over places like BestBuy and CircuitCity. although the parts may or may not be cheaper at one of those 2 than at the local shop. But if you dont feel confident in installing it yourself, i would go local install shop.
Just to clear things up, sorry guys, they are talking about the GPS antenna, not the actual radio's antenna.
Another thing that you would have to consider is the cost to have the radio programmed to your car by the dealer. Which has to be done while in the car. Not sure how they do it though. It will be a good idea to go to the dealer first to ask them how it's done. And go from there.