There is also an intermediate connection behind the glovebox that can come loose. Follow the antenna wire from the stereo and make sure its plugged in.
2006 SE 6 Speed, Solar Yellow. Zone 2" Hydro BB, Sway Links, and Steering Stabilizer. 31x10.5-15 Bridgestone Dueler AT Revo. Alpine CDA9813, Polk MM6, Polk C400.4