XM docking with no speakers

[fun in dirt]

Here's the deal...My husband is building a '69 Chevelle. It's pro street style = barely street legal drag car. He doesn't want a radio or any speakers in it; says the 496 big block is music enough to his ears But I've been trying to convince him that it would be nice to have some tunes while cruising.
A few months ago he got an XM OynX for his truck & loves it. So I got to thinking why not buy another vehicle docking kit (which includes the xm antenna) & just plug headphones directly into the back of it for this car. That way no need for external speakers or a regular reciever. He agreed that this would be a good option. So this morning I called Crutchfield to ask if this would actually work (they are always so helpful) . The guy there said it could but I would have no volume control with the headphones directly into the xm. So he suggested buying a set of wireless headphones with a transmitter that have a volume control directly on them. This sounds like a good idea to me. I'll only have $150 it it all & only wiring will have to be a hot wiring (or cigarete lighter) for the xm & 1 wire from xm to headphone transmitter.
Anybody else done something like this...comments/ideas?