The clicking noise you describe is the Anti-theft system scanning for your key fob. The same noise can be heard anytime you press the pads on the trunk or doors, but since you're outside the vehicle, you can't hear them. (If you want to try it, put your top down, turn off the engine, then get out and try to open the trunk without the fob nearby.)
If you have any other questions, I'll try my best to answer them. I am a Cadillac dealer who has attended both the technical college and ride+drive events with Cadillac, so hopefully I can be of some assistance on this board.
Heh heh.... No, I'm hanging on to the goodies I got in Vegas. Hat, name badge, shirt, pin, etc... They're great keepsakes of the experience.
As far as your XM, ALL of the XLR's arrive with the XM hardware in the trunk, the only difference between paying the 325 or not is getting a color-keyed antenna. If your vehicle did not come with the XM option, your car still arrived with a brown box in the trunk containing the antenna and mounting plate, plus instructions for the dealer to install it.