I have a 2004 SL AWD, with Remote Start and LoJack. I had LoJack, Early Warning and remote start installed by the dealership before I picked up the car. They needed to install a key into the system in order for the remote start to work. The neat part is they were able to do it in a way that allowed me to keep the factory key fobs. To start the car I have to hit "Lock" then "Unlock" then "Lock" and the car starts. I am still able to lower the windows via the key fobs as well. Living in the North East, having the remote start has made life (and removing snow and ice) a lot easier.
2 issues -
Loose "connections" caused the alarm to intermittently go off while driving. Brought it to the dealership and was repaired free of charge.
I find that if the headlights are in the "auto" setting, and I remote start, the lights will go on. Fine.. but if the remote start times out and the truck shuts off, the lights will remain on, and not shut off automatically. (Had the same thing happen with an '02 Maxima).
Regardless, I make sure I switch my headlights to the off position during the winter, and step into a warm car every day. Highly recommended.