Jason,
Congrats on your new SUT. You'll love it!
I don't know if things changed in '05, but at least a few forum members installed the factory nav in '03 trucks. I suspect Hummer Guy is more informed on this than me but just in case, check this post for
more info and ideas on where to do further reading.
Before you invest in the factory or other onboard nav system, you might want to spend some time in a rig that has it. Depending on what you'll do with your SUT, you'll either like it a lot or not at all.
The factory nav is great for city and highway driving, although, the inability to change/set your destination while moving is a pain. I understand why the lawyers don't want people playing with nav while driving but it's still a PITA.
If you plan to use your SUT offroad, you will not be happy with the factory nav. No altitude, very limited coverage of unpaved roads/trails (when compared to Garmin's topo maps), no tracking and, the ability to work with GPS coordinates (as opposed to street addresses and intersections) is limited. If you plan to offroad, IMO, your money is far better spent on a Garmin or similar GPS product.