I think a big part of that is whether or not it ties into the Class2 bus. If it doesn't (which I'd GUESS that none of the aftermarket headunits do), then you'll be fine. If you have something like an iPod adapter or the Sirius adapter or other adapter that ties into the radio on the class2 bus along side or in place of the XM reciever, than you could have problems. If you're concerned about the HU, pull the radio fuse when you're going to flash. With all stock "stuff" on the Class2 bus, I've never pulled a fuse, and knock on wood, I've never had an issue.
And to add, I see that you have an 06. With an 06, I'd say you have near zero chance of anything causing any issues, unless you have a huge amp that drains the batteries powered on when you're flashing. Since the 06 flashes on the GMLAN bus, and AFAIK, there are no aftermarket devices that tie into the GMLAN bus (The only thing it's used for in the 2006 LLY, and 2006 & 2007 LBZ is the ECM, TCM & GPCM with leads coming back to the DLC for programming and diagnostics), I sincerely doubt you'll have any issues.