I was told by the dealer that I would need the cable (around £30) and that it isn't hard to fit. Apperently, most of the wiring is there (to one of the rear wheel wells, I think). I'll find out in the next day or two when my changer arrives.
The most popular place to fit one seems to be on the underside of the false floor in the boot, taking up the space in the middle of the spare wheel. Again, that's where my Saab dealer said they would fit one. My '95 CSE has one there (not a Saab/Clarion one) and I intend to fit the Clarion changer in the same place in the '96. It puts it completely out of the way so it doesn't get damaged while carrying freezers, breeze blocks, large farm animals, etc...
I'm not aware of any special mounting positions. I did once see a photo of a protective metal housing that screwed to the floor of the boot at one side, holding the changer vertically. Supposedly it was a Saab part. My dealer denied all knowledge.
Not sure how you are proposing to mount it in the glovebox.