I just did a remote start with keyless in an '03 the other day, so I have this car fresh in my mind. I'll try to say what I know about the car, along with some general pointers for you.
---Like kreg said, you've chosen a full-featured alarm/starter and a not-so-easy car for your first install. You'll need lots of planning and thinking to be successful and avoid frustration and headaches.
---I'll try not to derail this thread with discussions about solder versus crimping, multimeter versus test light, and so forth.
However, let it be said that in order to install you need the following: Tools and knowledge to take your car's panels apart, tools and knowledge to test the function of the wires in your car, and tools and knowledge to make a secure electrical connection.
You also need to do neat and careful work. Part of this is where the planning and learning stuff ahead of time comes in........if it gets late and dark and you get frustrated, it's awfully tempting just to make it somehow work and then stuff all the spaghetti into the dash and call it a day. Proper planning will help you avoid this.
---You should do the work in the following order:
A: Disassemble car's panels
B: Find and test all the wires in the car you need
C: Keeping in mind where you found said wires, bench-prep the unit you're installing so the wires are bundled in groups of where you want them to go
D: Connect to the wires in the car
E: Program the alarm, program the bypass, TEST all functions you've hooked up
F: Correct any mistakes or non-functioning features
G: Reassemble car
H: Re-test entire system again, to make sure you didn't knock anything loose during reasssembly
---You asked about the bypass modules. What kreg said is correct. The XK05 works but if you buy it from someone who doesn't flash it with Nissan firmware, and you don't have the special cable, you're screwed. The PKALL or KEY-OVERRIDE-ALL come pre-loaded with firmware, and the installation instructions are included too.
---You commented about some of the wiring diagrams having conflicting wire colors. You'll unfortunately find that a lot in our industry. Print out every tech sheet you can get your hands on, bring them all into the car with you. Use them as a guide, but don't trust them---TEST every wire you plan to hook up to.
Sorry to speak bluntly, but don't be like some others on this forum who are too cheap to buy a $15 multimeter or even a $5 test light, and just hook wires up color-for-color and then complain when they break stuff.
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About your particular car......
At the steering column: After taking down the driver's dash and the steering column cover, you'll see two bundles of wires in heavy plastic tubing going up the steering column. Cut the zip ties on the upper bundle, then cut off the tape and pull the black tube off. The ignition wires are in there.
TIP 1: When you go to connect to those wires, there's a lot of metal around there, and it's easy to short out the wires and blow the special fuse underhood that even the Nissan dealer sometimes doesn't have in stock. (Yes, I've done it before!) You might want to lay a little duct tape on the metal for safety.
TIP 2: Up near the turn-signal lever, you can see the backside of the ignition switch with a little cover on it. It's too tight to connect to the wires at this point, but you can pry the little cover off, probe to test which wire is which, take notes (or verify/correct your wiring sheet).....then find the same colors down by that tubing you took off.
TIP 3: There are two accessory wires listed. The one that comes on only in the ACC position only operates the radio; I usually leave it unpowered so the radio stays off during remote start.
TIP 4: While you're in there, you can clearly see the wires coming from the immobilizer around the keyhole. Cut open that "tube" too, so you can connect the wires for your bypass.
At the SECU: Just to the right of the steering column is the Smart Entrance Control Unit (that's Nissan's term), although many installers will refer to it as the BCM (because other carmakers call it the Body Control Module).
Anyway, the SECU has three plugs. Everything you want is in the rear-most (that is, towards the car's trunk) plug. The four door triggers, the trunk trigger, and the trunk release are all there.
TIP: Google "nissan doorlocks at BCM" to find out how to add wires to two empty pins at the SECU to control your doorlocks. Much better than running wires into the door!
Tachometer: Just to the right of the gas pedal, you'll see a small black cover held in place by two pushpins. You can leave the cover in place.
Put your hand along the top of the cover; you can feel a thick wire bundle in there. Move your hand toward the rear of the car, and you can feel that it separates into three smaller bundles. You can feel that one bundle is about 1/4" thick, and runs upward behind the climate control panel, toward the radio.
Pull that bundle out into view (there's plenty of slack). Open the tape, and tach is the thinner WHITE/ green in there.
Parking lights and brake: Behind the driver's kick panel is a single large harness running to the rear of the car. The parking light and brake wires are both in there. Try to make your connections up high----that way if the car's floor should get wet in the winter, your connections will still stay dry.