Not sure if anyone figured this out yet or if it has been answered but the cable from the car antenna to the head unit is indeed co-ax cable. I'm not sure if it is co-ax for am or fm transmital though.
I do know that most am units perform better with a loop style antenna, an fm receives better signals with two antennaes (as opposed to one).
Not sure if this provides you any help, I'm just throwing out the info.
I'm probably going to try the radioshark myself as I seem to miss the radio more than I thought I would.
Radio's are not really my thing but as a flight engineer I have access to techicians and engineers who are well versed in the subject and may be able to work out some of our problems with their help. I'll post if I find any significant improvements when I inevitably start hacking mine (be patient, I need to get one first! )