My first Sirius unit is similar to the ones you're looking at, but I don't have any direct experience with any of those three. I definitely think they are worth it, but if you want more information you can try looking around on
http://www.siriusbackstage.com/forum/ those are the sirius forums, and have a lot of good information. A lot of times you can find threads about people's experience with various models of receivers.
The unit I have is the JVC SR2000, great unit, except that the built in FM Modulator was not very strong. It would work fine if I was out away from civilization and guaranteed that there was not a radio station near one of the frequencies that the unit broadcasts on but it would still have a lot of extra noise. Some of the units have a really strong fm broadcaster built in though, I've read of some cases where a car that was quite a distance behind someone with a sirius unit could pick up the signal. If I'm not mistaken the Sportsters have a strong fm modulator, I don't know about the first one you have linked.
The biggest plus of the plug and play radio's is that almost all of them have an optional home unit you can purchase so that you can also listen to the device inside your house, and many have boomboxes that they can be plugged into to make them portable (home and boombox units are usually extra cost).
The integrated systems from Dodge are the best deal of all though I think, the sticker price for Sirius is $195 and that includes a full year of service. Thats a much better deal than anything else you'll find I think.
The sound quality will be much improved over any of the plug and play devices as well I think. No matter which of the methods (Fm modulator, cassette adapter, aux line. soldered antenna connection) you use to connect the plug and play unit to your car stereo its going to have the possibility of picking up extra noise.
The deciding factor I think would be if you want to listen to the unit somewhere besides in your car. The other thing you might not know is that once you have a sirius account, you can listen over the internet on a computer. Listening that way doesn't have as many channels (I think most of the music, but only a few of the talk/entertainment/sports stations are available that way right now) and the quality isn't quite as high but it will be an option to listen somewhere besides your car. They are supposed to be making huge improvements to their computer system so that they can put the Howard Stern Channels on the internet by summer, when they do that they may also add the rest of the channels.
The other thing if you want something portable is that later this year they are also supposed to be releasing more portable personal devices after they upgrade their terrestrial repeater network.
Edit: The yearly renewal for Sirius is $142.45 US, and if you already have one unit, the subscription for additional units are half price (unfortunately you have to have a subscription for each receiver)