(May 21, 2008).  About a year ago I replaced the radio in my Cherokee.  I just bought a cheap radio at the time, because I really didn't use the vehicle that much.  I was having trouble with the reception on the factory radio and I'd already replaced the antenna without solving the problem.  I also wanted a CD player, so decided to replace the whole thing.
It turned out that my reception problem wasn't with the radio or the antenna, but with the antenna wire.  There's a length of antenna wire that runs from the radio to the wheel well, then the factory installed antenna had a short wire that connected to the wire at the wheel well.  I really just needed to replace that piece of wire, but, what's done is done.

First, we need to get to the radio.  There are five screw you'll need to remove.  Two of them are just above the instrument panel (Figure 1).  One is just above the ashtray (figure 2), and the other two are on either side of the steering column (figure 3).

This is where it gets tough.  With the screws removed, you'd think the faceplate would slide right out, but it doesn't.  It looks like you'd have to remove the steering column to get it off.

Don't give up yet.  It is possible to get the radio out around the faceplate.  By pulling out the right side, you can get to the two screws holding the radio in (Figure 4--there's one on each side).  The radio will then pull straight out and can be replaced using the new radio instructions.  Putting the radio back in was then a simple process of reversing these instructions.

I was able to tighten my ground wire and the radio works a lot better now.  Hope I never have to do this again.