I've been a Sirius subscriber for several years and am happy with it, but I think you'd have to go XM as they have the exclusive on MLB. Sports and the occasional talk host are really the only things that differ between the two in terms of content, the music selections are pretty comparable. (Sirius has Howard Stern, Maxim, NASCAR, NFL, NBA; XM as MLB and I don't know what else (don't use them)).
I believe Sirius is in the process of acquiring XM, having just within the last month or two received FTC approval to do so. What that will mean for exclusive content or anything else, I haven't a clue.
As far as players go . . . I know that Sirius offers a couple of really cool options for portability--including a "Stiletto" portable mp3-esque player as well as a number of small "dockable" players. So you can get a "boombox" to dock it in for on foot, a car docking station for on the road, a home docking station for your home stereo, et cetera. I'm sure XM provides similar. I just have a really old car model with no bells and whistles for my pickup. I listen to the stations in my house via Internet stream. (Another cool feature I'd expect/hope XM supported). The bottom line is that you get all the same content regardless of your listening method. If I were you, I'd go to Amazon.com or similar and browse product reviews to find something in your price range with the features you want/need.edit
: I was wrong, the FTC still hasn't signed off on it -- it was the Justice Department that recently gave the go ahead. There is an interesting story on it here